I'm in the same boat you are.. 39 weeks and no contractions at all. My Dr won't do an internal to check how dilated I am until my due date though. She did say "consider yourself lucky, it may be frustrating bc your not feeling anything but that doesn't mean your not moving along. And most women have contractions for weeks before labor"
With my first I didn't have any braxton hicks contractions so I didn't feel any contractions (or have any other signs) until I was in labor. And I went into labor on my due date. It's different for everyone and every pregnancy. This time around my braxton hicks have been coming and going since about 18 weeks. I'm 39+4 now and they've only gotten more frequent and painful as I get closer, but I'm still not in labor. And I've had horrible pelvic pressure since about 30 weeks. Honestly, I preferred the way my first time went.
My oldest I was passing kidney stones before they induced me. I didn't know if I was having contractions or not just lots of pain.