A 'pseudogap' was introduced by Mott to describe a state of matter that has a minimum in the density of states at the Fermi level, deep enough for states to become localized. It can arise either from Coulomb repulsion between electrons, and/or incipient charge or spin order. Here we employ ultrafast spectroscopy to study dynamical properties of the normal to pseudogap state transition in the prototype high-temperature superconductor Bi2Sr2CaCu2O8+δ. We perform a systematic temperature and doping dependence study of the pseudogap photodestruction and recovery in coherent quench experiments, revealing marked absence of critical behaviour of the elementary excitations, which implies an absence of collective electronic ordering beyond a few coherence lengths on short timescales. The data imply ultrafast carrier localization into a textured polaronic state arising from a competing Coulomb interaction and lattice strain, enhanced by a Fermi surface instability.