Pending simply means that your e-filed return is on its way and that the government hasn't accepted or rejected it yet.

 If you e-filed your return in January, it'll stay in Pending status until the IRS starts processing the backlog of returns.

After January, e-filed returns generally sit in Pending status before coming back as either Accepted or Rejected. 

Sometimes state returns stay in Pending for several days or even longer. 

Note: If you contact the government or try looking up your refund status while your return is still pending, don't be surprised if they tell you "no record found." This is normal; until the government starts reviewing and processing your return, they won't have any record of it.