In wordpress When You get a Comments, they can be of these three categories.
Spam comments : If you have the very handy Akismet in place, commented identified as spam will go direct to spam comments.
Approved comments : WordPress has detected that these comments are real comments, and has immediately approved these comments
Pending comments : These comments pass the spam filter, but either WordPress feels they they are some sorta %u201Cnon human%u201D, or it violates some of the rules you have laid in the blog discussion settings.