Not much scares me, but I wouldn't want to be surrounded by sharks in the middle of the ocean. I'd imagine having a bunch of people yelling in Arabic as you're about to get your head removed with a dull blade is pretty bad too. It's all about not having control.
The thing that bugs me about it, isn't the actual threats. The least intimidating thing in the world to me is a dude getting so pissed off at his TV screen that he sends me a poorly worded message. No, what bugs me is that there are people that think that that behavior is in any way acceptable. I can't stand the idiots that go "Well, it's just the internet. It's not a big deal." No. Fuck you. You're part of the problem. People need to learn that being a piece of shit, regardless of the context or the delivery mechanism for being said piece of shit, is not okay. Learn to act like an adult, or at the very least, a child with decent social abilities.
Please enlighten us plebs on how you handle it, sir.