Depends on where this is happening too, but if it is at school... you can tell an authority figure like a teacher. Tell the adult again. Get them involved if necessary. Also, make sure to ignore the bully if possible.
What I would do,huh,maybe knock that kid out and teach them a lesson about messing with the wrong kid.Don’t let that dude get in your head.You know what,if it’s posible group up with other kids and teach them to be careful with who they are messing with.