It is important that a victim of bullying feels heard. As a friend, listen to them and show them that you care. You also show that you are listening with your body language, i.e. face the person, remove ear phones, put phone away etc. Use a sentence like"thank you for telling me that. It must have been really hard for you."

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You don't have to solve the problem. In fact, they may just want someone to tell. However, you may like to suggest a way forward from the support section.