I need to change my number due to receiving threatening messages

Nice to meet you, *****!

Would you like to change a phone number or anything else, like blocking a user who sends threatening messages?

Got it.

You can do it either by buying a new sim card or by calling your service provider. Tell them that you need to change your number due to the abovementioned reasons. The representative will then walk you through the process and change your phone number.

Did their representative tell you about the fee?

You can check the price of a sim card with a new number, It can be cheaper. I suppose there is no completely free option to change the phone number in this case. You need to describe the whole situation to their manager, not an automated machine. This way they may make an exception.