[Boudica]

I don't think any harm will come to you. If you are very concerned then contact the police as has been suggested. It may be worth waiting to see if he does it again, in which case it's also harassment which is something he could also get charged for if found. Don't delete the message if you can help it.

It's very easy for us to make judgements on here, but we didn't actually hear it. I'm sure it wasn't pleasant either way.