ACR-LGT ENTERED RWY CAUSING TWR TO ISSUE GO AROUND INSTRUCTIONS TO LGT Y ON APCH.

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WE WERE #1 FOR TKOF ON RWY 16R AT THE SLC ARPT. TWR GAVE US NEW TKOF INSTRUCTIONS (RWY HDG 8!) AND POS HOLD. I ACKNOWLEDGED. ON TAKING THE RWY; THE CAPT THOUGHT WE HAD BEEN CLRED FOR TKOF. AT THIS TIME WE WERE ON THE RWY. WE QUERIED THE TWR TO MAKE SURE WE WERE JUST SUPPOSED TO BE IN POS AND NOT CLRED FOR TKOF. THE TWR TOLD US TO TURN OFF THE RWY; THAT HE NEVER CLRED US ON. THEN IN THE NEXT BREATH; HE CHANGED HIS MIND AND HAD US HOLD WHILE HE GAVE ACR LGT Y A GO AROUND. AFTER LGT Y CLRED THE AREA; HE CLRED US FOR TKOF. I FEEL IT WAS VERY ODD TO BE GIVEN DEP INSTRUCTIONS AND NOT CLRED FOR TKOF; THAT IS USUALLY WHEN THEY ARE GIVEN. IF THE TAPES IN FACT PROVE WE NEVER WERE CLRED ON THE RWY; THEN I BELIEVE THE DEP INSTRUCTIONS JUST TRIGGERED OUR RESPONSE OUT OF HABIT. CALLBACK CONVERSATION WITH RPTR REVEALED THE FOLLOWING: WHEN IN #1 POSITION TWR; ACCORDING TO THE TAPE; GAVE A RWY HDG AND MAINTAIN ALT AND SOMETHING ELSE PNF THOUGHT WAS POSITION AND HOLD. AS THEY TOOK RWY; PF STARTED TO PUT PWR UP FOR TKOF; BUT PNF SAID HOLD IT; I THINK HE SAID POSITION AND HOLD. CALLED TWR TO VERIFY WHICH AND TWR SAID CLR RWY THEN SAID; 'NO; HOLD POS;' AND SENT LGT Y ON APCH AROUND; THEN CLRED LGT X FOR TKOF. WHEN CALLED BACK TWR SUPVR SAID HAD CHKED TAPES AND MANUAL AND FOUND WHEN GIVE TKOF INSTRUCTIONS; BUT WANT ACFT TO HOLD; ARE SUPPOSED TO PREFACE INSTRUCTIONS WITH HOLD POS AND SAID IT WAS CTLR ERROR.