Ranged is right, Avery will find an email quicker and easier to respond to. Yobatt's threat is childish in the extreme (I personally wouldn't take it seriously but I understand why you are). The best that C0ld can really give you is the IP addresses used by his account, and email address associated with his account, and therefore also an approximation of where he lives.
Cold can theoretically give you the IP and email (as long as his privacy policy allows it), he can give that information to law enforcement (who can also demand that from Avery if the privacy policy would otherwise disallow it) . If they consider it serious enough, law enforcement can then try to get the guy's name and address based on the IP address, but to make a successful prosecution rather than just scare him, there would need to be proof that the username links with a real person - an IP is linked to a connection/phone line not a person, unless there is other circumstantial evidence (email address known to be used by an individual or similar).
If he used a proxy then there really isn't a huge amount that can be done unless you/law enforcement take it up with the proxy provider as well - that presents another theoretical barrier. (@BlueMeanie - past IPs can be found too, but if he were sensible/serious about it, he'd know to always use the proxy for the entire time on the site)
On the plus side, even if he were serious, it's just as hard (if not harder, since he doesn't have an IP or email address, or the power of the law behind him) for him to find your address, as it is for you to find his
