I have emailed DR asking for instructions on how pending PayPal transactions can be completed. It doesn't make sense for them to just hang in limbo like this.
When you did it, I'm hoping you saw these instructions at the end of the checkout process:
Do not close this browser or view another page until you complete your payment and see confirmation of your order on your screen. Payment is handled on behalf of Telltale Games by Digital River, Inc.
1. Click on the "Buy Now" button to go to the PayPal website.
2. If you have a PayPal account, enter your e-mail address and password to log in. If you do not have a PayPal account, enter the information to create one.
3. Confirm your payment method and complete payment. PayPal will e-mail you a receipt and return you to Telltale Games.
4. On successful payment, you may download digital products or await shipment of your physical products.
You then clicked "Buy Now" and a PayPal page opened in a separate window? And you completed all the info on that page?
This might seem odd, but try using a different email address. If you use an email address that isn't linked to a PayPal account, the checkout process on the PayPal side is a little different. Maybe it'll work where the other one hasn't been. (We can change the email address on your order later on to match it up with your My Telltale account.)