This will be a partial answer, intended to supplement what Nicole wrote. I will focus primarily on the "how to toughen up" aspect of the question. My suggestions will apply both to men and women, although I acknowledge that this is an issue that may come up more frequently for women than men.
First, please report this student to your professor or your department -- otherwise, you'll be inadvertently training the student to behave disrespectfully to TAs.
As you gain experience as a TA, your self-confidence should grow, both in the academic (intellectual) realm and in behavior management. But how does one get from Point A (fear and uncertainty) to Point B (confident assertiveness)? The key is to allow your department to support you. Your department can't support you if you don't report incidents that make you feel uncomfortable.
See also https://academia.stackexchange.com/a/99629/32436.
For your peace of mind in the future:
Schedule your office hours at a time when your officemate will be in and out or you know there is plenty of traffic in your hallway.
Create at least one buddy relationship with a fellow TA, who is aware of your experience, and out of solidarity, would like to be in a relationship of mutual support re office hours.
If you are female: develop an awareness of what times of day are safer than others in your building and nearby streets; do not hesitate to call campus security for an escort while leaving your building at night, or to ask a fellow student to walk you to your car.
If English is not a language you're super comfortable in: improve your English, but in some fun, low-stress way, such as a workshop for international students, or a language pairing relationship, or a club.
If assertiveness is not your strong suit in general, ask at the university counseling center if they have any workshops or groups intended for this topic.
One fun way to build up self-confidence, that is often overlooked, is to work on one's physical fitness. You don't have to run a marathon to make small improvements. Just make sure the form of exercise you choose gives you pleasure -- perhaps you would like to go for a walk in an area dog park, if you like interacting with dogs. Perhaps you'd like to develop a hobby of getting to know all the parks in your area. Perhaps you'd like to join the Sierra Club or some other hiking club. Invite some fellow students to go bowling or play ping pong. Or just go for a twilight walk in a place where the bare tree branches make a beautiful tracery against the darkening sky.
Here is what Step One should be. Please disregard the Step One I wrote in a comment.
Step One: If you are ever in a situation on campus where you fear for your safety, immediately phone campus security and give your location. Use a calm voice but make sure your language clearly conveys the immediacy of the threat.
Note that it is often helpful, after conveying the necessary basic information to the dispatcher, to offer the phone to the hostile party. This can work wonders with defusing their anger.