Sometimes (most of the time) people leave a digital footprint.
All one needs to do is search someone's PSN ID/XBOX Gamertag, and if the person is heavily involved in social networking sites (Facebook, Twitter, etc.) you can find their real name. (especially if they use these sites for their gaming.)
It doesn't mean anything. They can't hurt you. It's them flexing their muscle, spreading their peacock wings, in other words -- just trying to intimidate you.
Just laugh at them and say "I can use google too."