Receptor

Peptides mostly work by binding receptors. The receptor, not the peptide, determines what happens next — which is why two chemically unrelated molecules that hit the same receptor can produce similar effects, and why hitting a receptor found in several tissues produces effects in all of them.

This is the mechanism behind most "unexpected" side effects. GLP-1 receptors are not only in the pancreas and brain; they are in the gut, which is why nausea is the most common adverse effect of every drug in the class.