Even though one day passed, the transaction is still not approved? How long do I have to wait for the transaction to be approved?
There's no definite answer but there could be an estimated amount of blocks depending on the fee you paid per byte.
If the transaction is not approved, will the 0,00039 BTC value be returned to me?
Yes, if it gets dropped from the network, it will be returned to the senders address.
Should I wait for the transaction to be approved? Can I do another transaction now?
You can wait while doing few other steps like adding it to "ViaBTC website" so it could speed up the process (
https://www.viabtc.com/tools/txaccelerator/). If you're going to double spend it, then that's when you want to make another transaction.
Read this thread for more detailed version:
https://bitcointalk.org/index.php?topic=1802212.0