Is they guy serious, or should i have called the cops?

ok so tonight after younglife club ( christian organization(i'm an atheist don't ask)) we went to McDonald after most of the people had gone my yl leader 3 other guys and I were standing near the exit talking and one of my friends was joking and was saying that my sister was hot in like a joking voice. ok so about 10 seconds later this tall obese man ( who i believe was Mormon based on the way the women he was with were dressed) came up to use and in a very harsh tone said " you better take your fowl conversations out of here right now" i said are you joking he then repeated it looking me dead in the eye my friend said " sir i don't think it was that bad" i was smiling at the time because i thought the man was joking, he then looked at me and said " you better stop smiling and get out of here or im going to punch your braces down your throat" he then walked away. at that time i was thining to myself what the hell just happened. i am 15 years old he looked to be around in his 40s if he was really threatening me that is first cl ault on a minor which has a heavy sentence. anyways i didn't call the cops (regretting it now) what do you think i should have done?