Exodus 19:18 (ESV) … “Now Mount Sinai was wrapped in smoke because the Lord had descended on it in fire. The smoke of it went up like the smoke of a kiln, and the whole mountain trembled greatly.”
The arrival at Sinai is heralded with an important introductory statement: ‘On the third new moon after the people of Israel had gone out of the land of Egypt, on that day they came into the wilderness of Sinai’ (19:1). In other words, the theophany (‘appearance of God’) at Sinai took place about seven weeks after the Passover-redemption from Egypt. This timeframe is reflected in later Old Testament legislation governing the feasts of Israel (e.g. Lev. 23:16), and in the New Testament, in which the coming of the Holy Spirit at Pentecost takes place about seven weeks after the death of Jesus Christ.
God’s preliminary word to Israel is a reminder of the special and privileged place Israel has in the purposes of God. They have been redeemed by him, have been carried by him, and are regarded as a unique treasure by him among all the nations of the world. That blessing is unconditional in the sense that it is all of his own marvelous grace; but it is conditional in the sense that it requires of them that they keep his covenant (19:5).
Important also is the language of God’s coming to his people: ‘Behold I am coming to you in a thick cloud,’ he says in 19:9. This theme is important in Exodus. Just as God came to visit his people in their affliction in Egypt (3:8), so now he is going to come down in a special way to reveal his covenant law to them.
19:9–15 details the preparation required for the people to be ready for the advent of their King. Just as Moses discovered in chapter 3, the place where God reveals himself is a holy place; as Moses could not come near to the burning bush (3:5), so the people must remain at a distance from the mountain (19:12). Just as the bush burned with flame (3:2), so God would descend on Sinai in fire (19:18). And just as Moses was afraid to look at God (3:6), so the people tremble before the theophany (19:16). All of this requires of them that they consecrate themselves, symbolized by washing their clothes and abstaining from sexual intercourse.
Then we find in our passage that, on the third day, the Lord was present among his people. Sinai was wrapped in smoke, thus relating the presence of God in the pillar of cloud with his presence on Mount Sinai. The appearance of God is heralded by the blast of a trumpet and by thunder and lightning. Only Moses may approach God; everyone else must stay away, for fear that they be consumed by the glory of God. 
We must realize that God still possesses this same glory at this very moment. Since God is invisible, we do not see his glory in its visible form. Yet if we were able to gaze upon God, to see him on his heavenly throne, we would behold the same glory that the Israelites saw at Mount Sinai. The prophet Isaiah was given the privilege of entering the throne room of the Most High God. There he saw the Lord exalted on his throne, and “the doorposts and thresholds shook and the temple was filled with smoke” (Isa. 6:4).
The Apostle John saw the same thing. He too was granted a royal audience with God in Heaven. According to his eyewitness account, “From the throne came flashes of lightning, rumblings and peals of thunder” (Rev. 4:5a). That is what we would see if we could see God right now. We would see what Israel saw at Mount Sinai: thunder and lightning, fire and smoke—the glory of God.
The proper way to respond to God’s glory is with reverence and awe, such as the angels have in Heaven. John heard them say, “Holy, holy, holy is the Lord God Almighty, who was, and is, and is to come” (Rev. 4:8b).