When someone uses a sentence like this:

Earning money is one thing; saving money is another.

It means that the second thing is more extreme than the first thing. In this example, saving money is harder than earning money, and the speaker thinks that it's important to save money.

Here's another example, with a slightly different format:

It's one thing to be late, but not showing up at all is something else entirely.

In this example, the speaker wants to say that being late and not showing up are both bad, but not showing up is worse.