Why did Yehudah instruct Tamar to wait?
Ramban: Although Sheilah was ready to perform Yibum, Yehudah wanted him to wait, because, due to his youth (he was only ten), he was afraid that he would sin like his brothers. And Tamar, who saw that Yehudah was not doing anything about it, took the initiative, in her eagerness to have children from that holy family. 3
Rosh, Moshav Zekenim: Surely he did not lie to her! He intended that Shelah will mature, marry someone else, father children, and then marry Tamar. Shelah would not marry her first, lest he die like his brothers, i.e. without children. 4 He hid his intent from Tamar, who expected to marry Shelah once he matures.
Oznayim la'Torah: Yehudah suspected that Er and Onan died because intimacy was difficult for them, and he was therefore waiting for Shelah to become a little stronger before giving him to Tamar.
Malbim: He told her to wait as a widow, i.e. in her father's house awaiting Yibum. A Bas Noach can annul her marriage herself, or her situation of awaiting Yibum, by saying 'I do not want.' He told her not to do so. Shelah was concerned to do Yibum now, lest he die like his brothers, for Tamar is Katlanis. When he is old enough to do the Mitzvah and establish seed for his brother, 'Shomer Mitzvah Lo Yeda Davar Ra' will apply.
Ha'amek Davar: The custom was that a Shomeres Yavam waits in the house of her deceased husband. Yehudah did not know why Er and Onan died. He suspected that his children were prone to die at eight years old. If also Shelah will die at eight, why should Tamar spend four 5 years in Yehudah's house for nothing?! 6 Therefore, he told her to wait in her father's house; if Shelah will die, she will marry someone else.
Rashi (24) writes that Tamar was Shem's daughter. Seeing as Shem had already died, how could Yehudah say "Shvi Almanah Beis Avich"?
Tosfos Kidushin 5a DH 'Al M'nas'. This teaches us that all the offspring of one's father are called 'Beis-Av' even after their father has died.