People say you don't have to worry about it if you haven't done anything wrong, but the fact is, even if you have there's absolutely nothing to worry about. It's just a lousy blackmailer that works by making people fear that some private info will be exposed, but that's most likely a bluff, they won't do anything, these scammers only say they would.

Think of the logic of a blackmailer: what's the point of doing any harm to you if they want to get money from you? If they do what they say they will - there would be nothing left they could manipulate you with, so it's only to scare you. The best option here is just ignoring, if they can't contact you - they can't reach and blackmail you. Don't give any response and that'll solve the problem.