Avoid/Mute/Ignore (server and client functions), You can always just turn off MIC/Hide Ingame-Chat atleast until they leave. If it comes to extreme harrassment/bullying/stalking BLOCK their profiles so they can't really see you or gather information... IF it becomes a normal very aggressive attack and it disrupts your game and other people's game report it on the Skial Forums under Report players.
IF by some means, or reason they have personal information and are attempting to blackmail, dox, release private information so someone could hurt you contact your local police or state police. If by the time it comes to contacting the authorities Server Host/Server Providers should have already attempted to take action ageist these users and it wouldn't hurt to report the profiles through steam.
Online Harassment/bullying and attempted doxxing or threats of harm are NOT OK and just because it's the internet doesn't mean anything... Any time you log into STEAM or join a server like skial it's logged somewhere and the information (even with a VPN) is there somewhere.
Bottom line: Ignore them UNLESS it becomes serious like they're giving out addresses or your real name. If you're under 18 or just need help reach out to family or guardians, and don't be afraid again to contact authorties if it's getting serious and out of hand.