It means the IRS is still working on your return.  Only the IRS will know what they are doing.

How long has it been since you filed?  And did you efile or file by mail?   If you efiled, and it has been processing longer than 21 days, or if you filed by mail, and it has been at least 6 weeks, you can phone the IRS to see if you can learn anything about the delay.

IRS:  800-829-1040  hours 7 AM - 7 PM local time Mon-Fri

Listen to each menu before making the selection.
 
First choose your language. Press 1 for English.

• Then do not choose the first choice re: "Refund", or it will send you to an automated phone line.
• Instead, press 2 for "personal income tax".
• Then press 1 for "form, tax history, or payment".  
• Then press 3 "for all other questions."
• Then press 2 "for all other questions."  It should then transfer you to an agent, but there is likely to be a long wait.

I usually use a speakerphone so I can work on something else while waiting.