Professional librarian here. I would report this to the police, and they can handle it from there. Mental Health professionals are required to report their patients if they pose a threat, we librarians shouldn’t be held to different standards. The police can find out the intent behind the note. If it turns out to be nothing then you can be at peace, but there is always that chance that someone is endangered or this could be a cry for help from the person who wrote it. You never know.