"Fishing again?" Billy asked "Down at the usual spot? Maybe I'll go and see him."
"No," I quickly lied
This is in Chapter 17 (The Game) in "Twilight," where Billy and Jacob come by to warn Bella about Edward Cullen. Billy is talking to Bella about fish, and asks her if Charlie is still fishing at the usual spot, and thinks about seeing him there. What I don't understand is why Bella lies.
You are right that Billy is there to warn someone about Edward and the Cullens, but they are there to warn Charlie about Bella spending time with Edward. They did not come to warn Bella.
"He came to warn Charlie?" I guessed, more horrified than angry.
Edward just nodded, answering Billy's gaze through the rain with narrowed eyes." (pg 349)
Bella lies to Billy about where Charlie is because she doesn't want Billy to talk to Charlie before she has a chance to talk to him. She doesn't want Billy to "warn Charlie" about the Cullens so she is trying to keep them from talking. If she tells Billy that she doesn't know where Charlie is or how long he will be she is hoping Billy and Jacob will leave and not wait for him.
Bella knows Edward is a vampire and is trying to keep it hidden. Bella is trying to lie so that Billy does not go to the lake and warn his dad. Since they are pretty close Charlie would have for sure had a reaction to Billy's words so Bella is trying to protect Edward.
Around this time I think Bella is fully aware that Edward is a vampire and keeping his secret, as well as them dating, is really close to Bella. So Bella lies to Billy so he does not go down to the lake and tell Charlie what he knows. Of course Charlie and Billy have been friends for ages so I'm pretty sure he would not take Billy's words with a grain of salt. So the best thing for Bella at the moment is to lie.
He didnt come to warn Bella he came to warn charlie and he was in the usual spot but she lied because she didnt want Billy to Warn Charlie about Edward and the cullens becuse he doesnt no he even dating her till later that day, she is hoping that Billy and Jacob will just go home and Billy will forget about warning Charlie