Exodus 20:18-21 NASB

And all the people were watching and hearing the thunder and the lightning flashes, and the sound of the trumpet, and the mountain smoking; and when the people saw it all, they trembled [nûaʿ] and stood at a distance. 19 Then they said to Moses, “Speak to us yourself and we will listen; but do not have God speak to us, or we will die!” 20 However, Moses said to the people, “Do not be afraid [yārē']; for God has come in order to test you, and in order that the fear [yirʼâh] of Him may remain with you, so that you will not sin.” 21 So the people stood at a distance, while Moses approached the thick darkness where God was.

Why does the Bible say to not fear, yet it says to fear God?

The phrase “do not be afraid” is written in the bible 365 times

Hebrew words used in the O.T. translated FEAR:

yārē' used 329x AND yir'â used 48x

yârêʼ, yaw-ray'; a primitive root; to fear; morally to revere; causatively to frighten:—affright, be (make) afraid, dread(-ful), (put in) fear(-ful, -fully, -ing), (be had in) reverence(-end).

yirʼâh, yir-aw'; feminine of H3373; fear (also used as infinitive); morally, reverence:—× dreadful, × exceedingly, fear(-fulness), awe of.

Greek words used in the N.T. translated FEAR:

phobos used 47x AND phobeo used 93x

Phobos: masculine noun From a primary phebomai; N.T. usage: 1. fear, dread, terror (that which strikes terror) 2. reverence for one's husband; phóbos, fob'-os; from a primary φέβομαι phébomai (to be put in fear); alarm or fright:—be afraid, + exceedingly, fear, terror.

Phobeō: Verb; phobéō, fob-eh'-o; from G5401; to frighten, i.e. (passively) to be alarmed; by analogy, to be in awe of, i.e. revere:—be (+ sore) afraid, fear (exceedingly), reverence.

All four words mean the same thing essentially