It will now sequence you to the Missed Approach Holding Waypoint or MAHWP. The G1000 will fly you there and show you the entry.
You must hit the Direct and Enter buttons to tell it that you wish to go to the MAHWP. It's up to you to make sure that the MAHWP is correct.
To forestall such an event, enter OBS mode before you reach the MAHWP. You need OBS mode anyway to help you fly the hold.