Cops didn't care my problem?

I have been harassed by someone with private calls since march. And this person found out that I went to university, he called me yesterday again and asked which university I went to. I didn't tell him, and then I told him to stop calling me, but he insulted and threatened me. It was the last straw, so I went to police station to file a criminal complaint against this person. When I told the chief the problem, he told me to wait to give a statement. But then a cop came and said, "Why didn't you block this person at the beginning?" I told him that he called me with a private number, and he said,"we can not identify this person anyway. If he calls you with a number, come back. "
I said, "If you can't find, who will find? So that means I can get involved in a cyber crime. After all, you can't find me. "
What should I do?
Cops didn't care my problem?
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