John Wesley on Exodus 20:20

Fear not - That is, Think not that this thunder and fire is, designed to consume you. No; it was intended, To prove them, to try how they could like dealing with God immediately, without a mediator, and so to convince them how admirably well God had chosen for them in putting Moses into that office. Ever since Adam fled upon hearing God's voice in the garden, sinful man could not bear either to speak to God, or hear from him immediately. To keep them to their duty, and prevent their sinning against God. We must not fear with amazement; but we must always have in our minds a reverence of God's majesty, a dread of his displeasure, and an obedient regard to his sovereign authority.