Help me please im scared?

I got a phone call like 13 minutes ago. I didn't answer cuz I didn't know who it was They called 8 times. They txted saying...if you don't answer your phone I'm gonna kill u... so they called and I answered. I asked what the heck he wanted. He said he wanted to get info on me. He said he could see me. Then he sent me a pic of me that seemed to be taken outside my window. I told them if they didn't stop calling I would call the cops. They said they could see me and if I called the cops all they would find was a dead body. Then I looked out my window and someone was out there. Right now its dark out. I'm so scared. I'm only 13. I don't know what to do. Right now I'm still getting calls and txts. I'm freaked. They keep sending me pics of me like when I'm in the shower or sleeping. I'm so scared. They even sent a vid of me talking to him on the phone. I have no idea who it is. They said their name is Nicky. I don't know any Nicky's. What can I do? Please don't call me a liar. I am not lying I swear.I'm just so scared