How to support my pansexual friend

First and foremost, do your research and clear up misconceptions. Learn definitions, and find articles addressing common questions or myths. Start to understand the community they're in and what their identity means.

Then, and only then, ask them questions. Do it in private and without pressure on them to answer. Understand personal significance or history or how it fits into the rest of their life. Since they are just beginning to come out, ask how they want you to talk about them (pronouns, possibility of name change, addressing heteronormativity).

Don't ever out them. Queer youth can easily be put in very dangerous situations if the wrong people find out their identity.
Don't speak over them in queer spaces. Let them speak for themselves.
Don't make them a token friend; don't impose stereotypes on them.

As long as you continue to listen to them, talk to them, and keep them safe, you'll be doing well. Know that you're already starting off well by asking this.
You sound like such a good friend.  If you're the first one to know, that gives you an idea of how important your friendship is to them.

Because you are the first to know, you have a tricky balancing act of supporting them, but not outing them by accident to anyone else.  That's going to involve private conversations with your friend and asking them questions, like:
• "Do some gender things make you feel upset, or uncomfortable?"
• "What can I do to help you feel better?"
• "Is there something I need to be really careful about?"

At a guess, being genderqueer is a MUCH BIGGER issue for your friend; being pansexual is probably a more distant issue.  Listening well is so important.  That means giving them time to tell you things, plus working hard to ask questions and REALLY understand.

If you want to better grasp how transgender people experience their gender identity, you might find my blog post "Terms of Endearment" useful to read.
First of all, it is so wonderful to hear you want to support your friend; coming out is one of the hardest things I ever did in my life and your support will be invaluable to your friend.

You could say something like, "Thank you so much for sharing that information with me; it must have taken a lot of courage to do so.  It is okay with me, I fully accept you however you present yourself to the world because I am your friend.  Know that I will support you in every way I can and will keep your confidence.  If you want, you can help me out by telling me the best way to support you and I will make every effort to do that."

If they then confide in you that they are confused, feel alone, like they are the only queer person in the world, things like that, you may want to point them to LGBTQ resources for youth in your area if they exist.  If you are in an area which does not have local support groups for such, there are online resources of that nature which your friend may wish to pursue.

To summarize, let them know they are not alone and that you are honored they felt safe enough with you to come out to you.  And then mean it.  If you don't mean it, then say what you do mean.  If you are not okay with their orientation and gender expression then please say so up front; do not string them along, pretend it's okay then later belittle, shame them or put them on the back burner.  That's my advice, your mileage may vary.
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