Hitman question - cont.....?

This is not a joke. The problem is I don't know if I have any evidence to make the police do anything. We are going to Las Vegas In April for a wedding. My brother over heard them talking about it and called me. This has been an ongoing threat for years, now it seems like they are putting it into action. What kind of evidence do I need? They only thing I have is my brothers word and things that have been told to me. If any cops are on here and know, please answer.