Usually a bully/s tend to make sure they have as much, as many advantages as they can get. Sometimes people surprise them, but often this leads to continued/further conflict. For those that don't have the muscle, training, aggression, "will" etc. (ie. means) to catch them out or simply wish to stay on the right side of the law, or the simply the politwe company that they keep the alternative is to tell the police, hire detective/s etc.
It is still brave because the first thing the bully tries to ensure is that you won't tell the police. This in the first instance tends to be delivered as a threat. "it will get worse if..." So if on hearing the threat you still tell the police anyway, surely you are being brave. Not ignorant because the threat will probably be carried out, and probably by those they know even if you don't which tends to have to be put down as "Random Violence".