Notify GitHub that checks are running sooner
When a PR in GitHub is being validated, Gearset doesn't let GitHub know that the check is happening until after it has run the comparison between GitHub and the target org. Then the check is pending while the validation runs in Salesforce.
This means that there is a delay between when you create a PR and Gearset's check appearing as pending in the PR. At that moment, it looks like there are no more checks to run in GitHub so you can go ahead and merge. But, you really should wait until Gearset has compared and validated the changes.
It would be clearer if Gearset notified GitHub that it was running a check immediately.
Aidan Harding commented
I just came across another reason to do this... If there's a structural problem with the metadata (in my case, I'd mistakenly created a VF component in the pages directory), Gearset fails the validation before it's even told GitHub that the check is running. So, from GitHub, there's no sign that the check has failed.