You see an order (from Reports -> Orders) with a PayPal payment status of PayPal Pending/User Left Site or Incomplete and you would like to know what this means. See this article if the status is Pending_HOLD.
PayPal payments are processed by PayPal, and payment status is sent back to your website, only if you have enabled Instant Payment Notification (IPN) in the PayPal merchant settings. You will see "PayPal Pending/User Left Site" or "Incomplete" in your Orders Report for any PayPal orders that are incomplete.
IMPORTANT: Please make sure IPN is enabled as described. If you have never received a completed PayPal order, you may not have correctly configured your IPNs (Instant Payment Notifications).
PayPal Pending orders are not uncommon, even when IPNs are configured correctly. They generally happen when a user aborts the order upon reaching the PayPal website.
Please check your PayPal account, and confirm whether you see the payment there. The user may have returned to PayPal directly and made a payment. If there is a corresponding payment in PayPal, you can update the payment status in your admin area to 'Complete' from Reports -> Orders by clicking on the order in question.
If you do not see a payment in PayPal, then your constituent likely abandoned the order. You will need to contact them and ask them about payment.
See this article to Request a payment.