Do not respond. When someone bullies you, your reaction is usually exactly what the bully wants. Just ignore it because if you decide to pay attention to it you would want to retaliate to get revenge which makes you a bully also, and you are allowing the bully to have power over you.
Save the evidence. The good thing about cyberbullying is that you can always save the evidence. You can save the message and show it to someone that is in the position to help like a police office. This needs to be done even if it is just a minor issue because if you ignore the issue, it could escalate into something major that could turn violent.
Talk to a trusted adult. When someone is getting bullied it is always a good idea that they involve a parent. If you cannot, you should talk to the police or an adult you trust because they will know how to take care of the situation. If you are nervous and do not want anyone to judge you can always report the incident anonymously at school or at the police