It says in the guide to just keep going. Unless you forgot to do a backup...
Just continue the guide normally. This is supposed to happen.
EDIT: Ninja'd
Hopefully you have a New 3DS as screen recording does not work on any other 3DS.
Depends, have you already setup your Luma settings? If so, then you don't need to press anything during boot, as it automatically runs at boot. If not, then hold select while booting to view the settings. You can see what settings to enable in http://3ds.guide
When the New 3DS came out, the first firmware for it was 8.1~ish. So, if you try to boot into an earlier firmware, say, 2.1.0, the New 3DS CAN handle it, but many things are fucky. For example, a bad signal is sent to the MCU if the lid is closed, resulting in an MCU brick. On the 2DS, the top screen tries to render at 800x240 for 3D, so the right half of the screen is cut off. As you can see, these consoles were not designed for 2.1.0. Only the Old 3DS (and perhaps the O3DSXL) were designed for 2.1.0. However, even on those consoles, it cannot boot (though it boots to a black screen instead of a "Failed to mount CTRNAND" error). So, why is this?
I'd say it's actually by design. Luma3ds can run on 3.x upwards, having it fail to mount 2.1 is handy as this way people won't update via system setting when on 2.1 - even though that wouldn't be too much of a problem as a9lh would still be installed and could be used to get out of a bad update.
