First of all, you're way better than this person, you're way better than playing their little game and picking a fight
You can call out how immature they are, and you can also talk to someone. If a person is harrassing you, physically or mentally, go talk to someone you trust (if its at school a teacher, if its at home your parents, friends)
If you want this to stop: talk, snitch on that person, theyll be sorry when facing the consequences.
Bullying or not, if someones trying to play with your emotions, its always worth to be talked about.