Some states start processing e-filed returns at the same time as the IRS, while others don't start processing until sometime later.
It's not unusual for state returns to remain in pending status. Pending simply means that your e-filed return is on its way and that the government hasn't accepted or rejected it yet.This is especially common when e-filing first opens in January or early February.
Sit tight and your state return will – eventually – move along in the queue.