This quote means that no one ever gave the speaker an accurate description of what grief feels like. It is surprising to the speaker that grief feels so similar to fear. Grief is a deep emotion of sadness often experienced after a significant loss, such as the death of a loved one. Fear is a powerful emotion that is experienced in a threatening or dangerous situation. So, the quote suggests that no one has accurately described to the speaker the depth of emotion experienced when going through grief, which can be similar to fear.