It may be that the item you chose to start with has not yet been released. Your My Subscriptions page shows the estimated schedule for your upcoming subscription items.
Another possibility is that when you started your subscription, you chose to ship your first volume with the next subscription shipment, potentially saving on shipping costs. If you did, you'll see it listed in your sidecart on your My Account page. If you want to ship your sidecart immediately, just click the "ship as soon as possible" button; it will ship sooner, with a separate shipping fee.