and effaced for weeks before your little one decides to make an appearance. Doctors usually wont even consider someone "late" unless they are 41+ weeks.
if you wish to have your baby before 40 weeks, you can ask for a membrane sweep...that gives you a 50/50 shot of going into labor within 48 hours. also you can be induced; but most OB's won't go this route for a woman's first baby unless there is a medical reason. otherwise, its up to God, your baby & your body.