If you're scheduled for delivery on the 2nd, you might not see any movement (use UPS, not Apple) until the 30th-31st (earlier, if you're lucky, or maybe even the 1st if you're very unlucky). Nerve-wracking, but that's been common with how deliveries are handled.
Canceling the pickup shouldn't be a problem, although I've heard conflicting stories about how payment is handled (sorry, I've never done a pick up order). Some say that you pay when you pickup (and can use a different credit card) and so there aren't any issues with refunds (as you've never paid if you cancel). Others say that you pay beforehand but are refunded if you never pickup the order (but, as you supposedly have a couple of days or so to pick up the order, the refund takes a few days to process).