Does random person on the Internet know where I am?

No. People like you who are using a service on the Internet typically don't know details about you.

Who does?

Anyone who you tell. If the service has a profile they can view, then anything you've shared there would be known.

There might be some exploit in a game or game launcher client that can expose your IP address.

Anyone who's server you visit knows your IP address. This does reveal that you are in Galena Illinois and might possibly be associated with your house address.

If someone is threatening you and says they know where you are, etc., store copies of any material from them you can. Get help to see what further steps you should take.