I think this is good advice. If you really feel threatened, then yes you should report it, if he just irked you, and maybe you were both having a bad day, this bad day could continue for yrs. Maybe you could key his car at the mall or something. jk sometimes thinking of retaliation is just as good.Sleep on it. If you feel the same way tomorrow morning report it. I have a feeling that you will reconsider once you have a chance to think it over.
I do not condone workplace violence or harrassment, if you truly felt threatened for your life then yes,by all means report it. a good night or two to think about it may help. Follow your brain, not your emotions, you will do the right thing.