In the story of the burning bush God reveals his holiness to Moses and through him to the people of Israel. The fire reveals God's holiness which consists of his being set apart from his creation and his absolute moral purity. The fact that the bush is burning without being consumed points to the tension that exists when God dwells among his sinful people without consuming them. This tension is ultimately resolved in Jesus Christ and his sacrifice for sin.
Read Exodus 3:1-22