BTW I hope you know that each time you go to a website, the website get's a hold of your IP.

TBH Your IP alone is not much someone can do with if you have a firewall on your router, just don't go giving out more intimate details.

And if someone threats to hack you via your IP, 9.5/10 there bluffing.

If it is someone you don't know, like a person not a website you should contact the authorities or the police.

If it is serious and you are worried, that is.

What do you mean by this? Quite a few sites log your ip...