data populating?

If there are no games, that month's endpoint should not be listed for their archive.
Have you checked via the web interface if there are any games for that month?
2018/01 unless the player plays live chess it is quite likely no game has yet finished this month. Indeed, even if playing live the player might have skipped the first couple of days of the month.

First off, you are missing the 'r' in 'player. Then you would need to access the 'games' endpoint. Try: https://api.chess.com/pub/player/{username}/games/2018/01
To get all PGN's as a download: https://api.chess.com/pub/player/{username}/games/2018/01/pgn
Edit:
If you still do not see any data even if you know you played a game today, then it might be because the endpoint has not updated yet-even if you see the archive as available.

Unless the name of the player is sensitive for some reason, it would help to give the full URLs for their archives and the endpoint that doesn't work.
I looked right past it the first time, but the URL you have is missing an "r" in "player". Probably not your problem, but knowing what response you received (404?) from the server might help too, especially if the chess.com developers get involved.

Kudos to @whalidmujahid for noticing the missing "r". He deleted his first post and produced the substantially more specific second one.
Myself, I find all a player's archives via
https://api.chess.com/pub/player/{username}/games/archives
and then access those.

Unless the name of the player is sensitive for some reason, it would help to give the full URLs for their archives and the endpoint that doesn't work.
I can give myself as an example: https://api.chess.com/pub/player/walidmujahid/games/2018/01
Even though it is listed: https://api.chess.com/pub/player/walidmujahid/games/archives
Again, I think it is due to the endpoint not updating yet -I forget when it does. Try giving it some time. Or it might be a bug.

I call "bug" if there are no games, but it's minor. A fix that merely changes the documentation to state that months with no games may appear in the list of archive endpoints but contain no games would not be my first choice, but I could live with it.

https://api.chess.com/pub/player/skelos/games/2018/01 shows empty for me too, but is listed by https://api.chess.com/pub/player/skelos/games/archives
{"archives":[... "https://api.chess.com/pub/player/skelos/games/2018/01"]}
I have had a daily game end this year, but within the last few hours.

A bug it seems then. I would imagine it would also be a simple fix to have game archives not appear as available until they are populated with a minimum of 1 game. Though, I guess we will have to see what the devs say.

@jb32828 If you hit a wrong endpoint usually you get a message warning you like this {"message":"Data provider not found for key \"/pub/playe/playername/2018/01\".","code":0} that means you hit an un-existing endpoint.
@skelos & @walidmujahid thank you for noticing this behavior, I have hit your endpoints and they seem correctly populated so I've to check internally if we had any issue with cache invalidation.
Trying to get a PGN for month 2018/01 - no data populated. https://api.chess.com/pub/playe/playername/2018/01 comes up empty.