To answer your question... no, you're not the only one this kind of stuff has happened to. I've never had to deal with it in the dojo, but in other situations, yes. School, for example. And the first time I had to deal with it I was fourteen.
Here are some strategies that I used to successfully make the person stop harassing me:
- I told the person to quit with the comments
- I told my parents
- I wrote down everything that the person said or did, in a reporting style, with dates and times. I created a paper trail, so it wasn't just my word against his. I also wrote down when I first reported the problem to my teachers, and what their response was, so that they would be responsible, as well. That meant that they couldn't just claim not to know about the problem.
- I told the people in charge of the school
I'd try these first things first.
There have also been times when I've just left a situation. That's not a fair or satisfying response, but it got me out of what I perceived to be a dangerous situation.
I'll also agree that making a point of never being alone with this person is a good one. That helps prevent the situation from becoming physical.
And speaking of physical... if you did, say, kick the guy in the balls, or pepper spray him, you could be up on assault charges or kicked out of the dojo yourself. Don't go there over comments... he's not worth it.
Finally, it's not your fault. I think you've got that, but just in case, it's not your fault.
Please let us know how this plays out for you.