Follow the advice given here, and try to think about anyone who would know your AIM username as well as you personally. If this person knows you personally, there's a chance it's a "real" threat. By "real threat," I mean it's possible the individual intends to TRY to carry it out... he may waver and give it up though.
If the person doesn't know you personally, there's virtually no chance he has your personal information. If you were less than wise and put real location/name information in your profile, he has an infinitely better chance of finding you. If you absolutely insist, use your real first name and a larger area only (like a state or province). Any additional information is asking for trouble. I personally have created an alias for myself online that includes almost entirely fake information, including a fake first/last name, fake b-day, fake address, and fake job. I use it for those times when I am FORCED to enter that information to open accounts online. The reason I use the same fake info is so that I can remember in case I have to answer security questions involving my personal info.
Right now, check your profile. Remove all identifying information, including age, birthday, name, location, etc. Block all but your friends (allow friends only). Don't have conversations with complete strangers for a while. If you receive any threats, completely ignore them and give no response, but take a screenshot or print out the threat for security measures.
Remember, this is likely a 15-year old boy and his friends goofing around without realizing the serious nature of it, or an anti-social loner (probably male, likely 20's or 30's, still living at home or alone, no job or a dead-end job that he hates, few if any real friends). In both cases, it is HIGHLY unlikely that they will follow through. However, it'd be best to pursue it as much as possible, let the police know as well as family and close friends, and try not to walk around alone, especially at night or in secluded areas. Keep friends and family posted about where you are going and when you plan to return, so that they know if something is wrong. Call them to report any drastic changes in your plans. Be cautious of any new males who take a sudden interest in you.