Hi... I agree with Rainy, it is difficult here to explain the right attitude to have without the context.

Depends on what kind of insult is ..and from which person...

Put a bullet in his head.

If it's somebody that matters to me, I hope I would try to look past the insult and look at why they did it. Then I would try to get them to explain. At least, that is the ideal answer. If it's somebody that doesn't matter, then why bother about it in the first place? [I fully understand that what I say above is easy to say and much harder at times to put into practice - but at least it's a goal to aim for.]

i try to let explain their mistake..