Labor can start anywhere between week 37 to 42 as long as baby and mom are fine. Just relax. Once the head engages it will put pressure on the cervix which in turn will initiate labor contractions. Keep in mind that this is a normal process and hence no cause for fear.

If baby is fine and you have adequate water then you can wait. till 40 weeks you have time. No need to feel stress, scared or to take tension.. The more you be happy, relaxed...things will be fine for you. Go with your gyno's advice.