SERIOUS ADVICE NEEDED PLEASE

I'm sorry if this isn't the place to post this but I'm still learning! I need some serious advice. I received a email last night, nothing out of the ordinary. The sender said he had a fetish and asked if I was open minded, so I relied let's hear it....sender then asked if I had a *Staff Edit - JCM....I replied that I didn't like where this was headed and told him I didn't give out personal information like that....sender then said that his *Staff Edit - JCM.....followed with a picture of a *Staff Edit - JCM. I KNOW!!! so I replied how big of a disgusting piece of shit he was ad that I was sending the email to the police....sender replied oh go F%#k yourself I'll get picked up for it if I do.....OK so I can't sleep another night knowing something possibly *Staff Edit - JCM but I also have my own kids to consider if mommy get's picked up for........??? I called *Staff Edit - JCM and explained the situation to its best without saying much and was told the only way to get things going is to file a police report and then it would follow with an investigation!!! my twins will be 8 next month and am heartbroken at my predicament if someone could give me some good solid advice I could sure use it right now. Thanks!!