Usually it means the account has follow requests switched on, so they have to manually approve all follows. You can tell if an account has this switched on because it will have a padlock next to their name on their profile page.
Alternatively, it may be that your server is just really, really busy and has put your follow in a queue to deal with it later. If this is the case, just leave it pending and the follow will happen eventually.
A third possibility is there’s a bug somewhere, as a broken follow sometimes triggers the “Pending” message even when there’s no follow request or busy server.
Don’t assume someone is rejecting your follow just because it says “pending”. Leave it pending for a while to give it time to work through any possible queues. If it still says pending after a few days, contact the person directly and ask them if they are aware this is happening.