Please help me i'm having a bad wild animal problem?

Ok so last night I went outside to pee when I did I heard some thing that sounded like a screaming girl My grandma always told me they were mountain lions when they sound like screaming so I went grabbed my 12 gauge searched the woods didnt see anything so i went bacck to bed wasnt a hour later I heard it again looked out the window and it was a mountain lion eating a freakin coon I got outside and it started running at me I couldnt get a shot so i just went back in and heard it again so what should I do.