From personal experience-

Keep a diary of all incidents, including times, places, people involved and descriptions- the more detail the better
Tell the bully to stop 
If there is no response tell them that if they continue you will have to report them (tell a trusted adult, can be a teacher, a parent, or if older a PCSO or Police Officer)
If it still continues, then tell a trusted adult who (hopefully) will reprimand the bully
Avoid going places alone
Avoid any contact with the bully, face to face or online/texting
Keep telling people you trust around you about it/ reporting it to the relevant authorities
In dire circumstances, consider booking yourself a few defence classes so if the worst comes to it you can at least know how to physically defend yourself without implementing yourself in a criminal offence... (E.G learn basic self defence, blocking techniques etc and not use force that is excessive and potentially get you in trouble)

And most of all, don't keep any feelings bottled up, this can cause so many emotional problems to yourself that will not end well. Even if you post on here, keep a diary or talk to someone you trust. Don't keep your feelings to yourself.

I really hope some of this can help!

Big hugs xxx