This has nothing to do with Bach or the harpsicord, but is a general issue in music that has more than one voice. The notes on the left belong to one voice (stems go up), the notes on the right belong to a second voice (stems go down). Both voices happen to have Fs in them. Sometimes, a note belongs to both voices simultaneously, in which case it will have a stem going up and a stem going down. All this is just for clarity, so that the musician can see better where the voices are.
There are several ways of playing something like this: you can simply play the first F and hold it all the way through into the following measure; you can play all Fs; or you can play the first one, hold the damper pedal down and restrike the following Fs. It all depends on the piece and how you would like to shape the voices. If you are holding the F in one voice and decide not to re-strike the following Fs, you must make sure that the Fs in the second voice can be "heard", i.e. that the listener gets the impression that the Fs, although not played, belong to the melody. I hope that makes some sense.