Не храбрись на медведя, а храбрись при медведе

It is easy to make a brave show when there is no danger, but it is difficult to prove one's courage in the face of danger. See Не горазд биться, а горазд грозиться (H)

Cf: It's one thing to flourish and another to fight (Br.). Many soldiers are brave at the table who are cowards in the field (Am.). То flourish is one thing, to fight another (Am.)