It is against two laws in the UK to use the telephone or internet network to cause fear or distress. Whoever did this is breaking the law. You would not accept people saying these things in the street to you, so why accept it because it is the internet?
Having said that, many people 'in power' do not understand this and you may find you are fobbed off with 'oh it's just horseplay'.
If you are under 16 and still at school there are a couple of things that you can do. Tell you head of year, and if possible contact the school now and ask if you can speak with / arrange a meeting to discuss your fears. Many teachers are in today and from here on, for GCSE results and general planning.
Also if you are under 16 your parents should be in there with you, listening and supporting where needed.
But in addition this is a criminal matter, you need to be able to discuss your fears with an appropriate contact in your local police.
In the meantime don't react to the messages, but take copies (use print screen on keyboard, paste into word and save).
Too much of this kind of bullying is allowed to go on and too few 'adults' understand that it is an assault just as much as hitting someone.