Pending simply means that your e-filed return is on its way and that the government hasn't accepted or rejected it yet. After that, e-filed returns generally sit in Pending status for 24–48 hours before coming back as either Accepted or Rejected. Sometimes state returns stay in Pending for several days or even longer.
Until your state or the IRS processes your return, you may hear there's "no record found." That means the return is still being processed. Just check back in a few days.