My order has been pending since the 14th. Is this Normal? Do I need to confirm anything (click a button, say go for it, etc?) to have it move from pending to perhaps shipping?
Sorry still new at this subscription thing.
When your subscription is authorized (they poke the credit card on file to make sure it's working, and you should get an email telling you what they plan to ship that month), the order becomes Pending. Once it has shipped, you should receive a shipment email and be able to download your PDFs.
Every month, you can check when they expect these things to happen in that month's New Releases and Subscription Shipping thread stickied at the top of the Customer Service forum. This month, you can see authorization happened January 13th-14th -- which is when your order moved to Pending -- and that they started shipping January 15th. They expect to be done shipping January 24th. Your order can ship at any time between those two dates. Some months, you'll get lucky and ship on the first day; other months, you may be among those who ship at the end of the queue.
Also should I be seeing the GMG in my sidecar for Feb release? I only see this
S Pathfinder Bestiary Battle Cards
S Pathfinder Adventure: The Dead God's Hand
I wouldn't worry about your sidecart at least until shipping is over. When the shipment window has opened but not yet closed, the system isn't always "sure" where your stuff is. After the 24th, things should sort themselves into where they ought to be. If they don't, that would be the time to ask Customer Service to jiggle the handle.
Oh, and per your wondering in another thread, Paizo doesn't generally ship on the weekends. (There have been rare exceptions, when there's a big GenCon release and they have a lot of preorders to ship, when Vic and Lisa are in the warehouse over the weekend lending a hand to get everything out the door.)