Someone threatening me with my real information

So last night I was on an escort site and I texted a few girls the word “Hello”. I didn’t sign up for anything, I didn’t give any info, I didn’t meet up with anyone, after I texted them “hello”I decided to back out and just deleted the message. No one ever texted back except one girl and I said “Is this (Name)” and she said “yes”but she had responded when I was asleep so I just deleted the message when I woke up, the other couple girls just never ended up texting back.

I wake up and go to work, then I’m getting a phone call at work that I missed, and I get a text like 5 mins later, someone texted me saying that they are the leader of some escort service, that I’ve wasted their girls time and they sent me a text with my real full name, the full name of a bunch of my family members even some I don’t live with. They sent my address and have been saying that I was wasting their time. I’m just a little shaken up and scared. The guy said he is going to send a hitman to chop of my families heads and send someone to kill me. He said that if I don’t pay that he will have his men kill me and to watch my back. Is this something I should be worried about? I did nothing to this person and they are threatening to have me and my family decapitated. The only reason I’m worried is because I don’t know how they got my address, full name, and the names of my family members, when I gave nothing and only texted a few numbers a single word.