In this passage they compare two mountains: The first is Mt Sinai, the place where the law was given; and Mt Zion, or the city of Zion. The complete perfect kingdom of God. One is surround by fear and the feeling of being overwhelmed, the other is about Grace and mercy. It is the old vs the new. The central idea is that we do not need to approach Zion in the same way as Sinai because of what Jesus has done for us.