An individual borrowed $500 with promise to repay, now claims it was a gift. Has threaten my life in the process of me asking for it back. Money was sent to him through moneygram so proof of him receiving it is on file

So was there any loan papers signed, anything that said he would repay, any specific time frame for him to pay.

Assuming the answer is no, you sue and tell your story to the judge, he will tell his story and you hope the judge believes you.