I am not a virgin, but I haven't had sex for about 3 weeks to a month. And I have yet had my period (I get one every 1st of the month) but I get these thick white discharges and one time I seen it turn yellow.. is there a problem with this?

Yes, any discharge from that area should be investigated by a medical professional

Am I reading this correctly that you have not had a period yet for February? If that is the case, a pregnancy test is in order.

Various amounts, consistency, and colour of discharge can be normal at different stages of your menstrual cycle. Some women will, however, experience an increase in discharge as an early sign of pregnancy.