Adam Clarke on Exodus 19:9

A thick cloud - This is interpreted by Exo 19:18 : And Mount Sinai was altogether on a Smoke - and the Smoke thereof ascended as the Smoke of a furnace; his usual appearance was in the cloudy pillar, which we may suppose was generally clear and luminous. That the people may hear - See Clarke's note on Exo 15:9. The Jews consider this as the fullest evidence their fathers had of the Divine mission of Moses; themselves were permitted to see this awfully glorious sight, and to hear God himself speak out of the thick darkness: for before this, as Rabbi Maymon remarks, they might have thought that Moses wrought his miracles by sorcery or enchantment; but now, hearing the voice of God himself, they could no longer disbelieve nor even doubt.