Someone THREATENED to hack my xbox live account and ban me.

So, hi everyone, I am , a very huge fan of Minecraft. I wanted to play multiplayer survival, and came across a user (cannot remember full username), but I won't say it. They threatened to "hack and ban" me from Xbox Live and take away my Minecraft
account. As scared as I am, I feel they are tricking me, but they might just be a friend of the other person with me. They also said they will hack my Microsoft account and try and get personal info about me. As I searched up the first part of their username,
I saw the same beginning of the username, but each had a lot of numbers behind it. I feel they have alternate accounts. I do NOT know a lot, but I just want to report this. Microsoft, if you have any further questions, please ask as I feel my account is in
danger.

[EDIT] Nothing has happened yet, but yeah, you are allowed to start a private conversation with me if you work for Xbox Live or Microsoft for more stuff on this person. Some more details on the situation:

(Random person in chat): (Username removed) killed me!

Me: We aren't supposed to kill people (Username removed)!

(Username removed): I'm gonna crash, hack, and ban all of you!

(Lag happens and party chat closes)

(Nothing bad happened.)

Everything was FINE.

But then I realized that it was mostly our INTERNET causing lag, and I got a lot of stuff on my pc. Then I searched the user, but I couldn't remember the numbers after it. Afterward, I invited them to the party chat, and they never accepted. I didn't follow
them, but I don't know about the other person and if they were friends. Then, I decided to ignore that and write this. Then I decided to play with some other of my friends on a server, and nothing bad happened. I'm not 100% sure if the things just happened
at the right time and it was on cue, or if they actually are hacking. If anyone can tell me how to report (probably) alt accounts from someone, please tell me or send me a official link from a Microsoft/Xbox Live forum. I do NOT know if these are alt accounts,
but I feel like I don't want to report them, as they might not be, but its the same amount of numbers, and that's suspicious. Please feel free to MESSAGE me about the situation, or if you are having the same problem. Thank you!

:)