Bullying is the act of intimidating someone else. Threatening to beat up your little brother if he doesn't clean your room for you is most certainly an act of bullying.
You may have heard of the word bully, which is a person, often young, who harasses others. A schoolyard bully might call you names, steal your lunch money, and generally make your life miserable. Bullying is the act of being a bully. Believe it or not, bullying can be serious business with grave consequences. There are even laws that require schools to take action against bullying.