Users with public Tweets do not have the option to approve followers. If you previously had protected Tweets, any pending follower requests will not be accepted automatically. Those users will need to follow you again.
You may not have any follower requests. When there are zero requests, the notification message disappears completely from your homepage.
If you received an email notifying you of a new follower pending approval, but do not see that request in your pending requests, it's likely that the user decided to cancel the request after sending it.