Thank you for reaching out and posting this question!
If you're seeing that a payment status is pending, then that generally means that the payment has started processing and has not been completed yet. Since you're not seeing the pending payment on your PayPal account, then we'd recommend getting in touch with PayPal directly regarding the payment before fulfilling the order. That being said, it's also possible that the payment may not end up going through in some cases so you may also need to consider cancelling the order.
I noticed that you're a new member of our Shopify Community! I'd love to hear more about your business and share some resources to help you get started. What kinds of products are you selling? Do you have a marketing plan prepared for your store?
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