not that bad
When something is not bad, or not very bad, you say it's "not that bad". You can use this when something isn't as bad as you expected it to be:
I had a cup of coffee from McDonald's, and it wasn't that bad.
You also use this when someone else thinks that something is bad and you want to reassure them. Like when a child is about to get a shot at the doctor's office, you can say:
Don't worry, it's not that bad. It'll only hurt for a second.