I just didn't know it was a harassing call. Will sending him a message hurt my mobile phone privacy?

If you don't call back, you'll usually be fine. Now that you have regretted it, it's too late.

It's good to install a security software on your mobile phone in the future, which can help you identify such harassing calls.

For example, you can install a Tencent mobile phone housekeeper.

Then use the protection monitoring-harassment interception function.

After this function is turned on, you can intercept any spam messages harassing calls for you in the future.