How to respond to a blackmail or threat?

I receieved a message of threatening me with something they have on me like shaming me on facebook or social media and may result of me ending my studies. I dont know what to do to stop them from doing the threat. It is affecting me mentally.

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Majorlatency · M

This type of crime has now elevated its profile with law. As stated keep note of everything state to the individual involved if they attempt to tarnish your character you will involve the police.