I remember whilst in college I had a "horse breaking" class. Basically, learning techniques on how to train young horses- yearlings and two year olds. There was a saying and system that we used with the horses. It was "Please, Do It, and Thank You". The "Please" is asking the horse to do something. If it does it, then you skip right over to "Thank You".
But, if you kindly ask the horse to "Please" do something, and he doesn't do it, you apply more pressure to the horse and tell it "Do It" and once it does whatever it is supposed to, you release the pressure and say "Thank You."
Before you all start thinking I'm smoking the wacky weed I will say the reason I am saying this is because I try to use this rationale in everyday life.
I have slowly but surely discovered that there are a lot of rude and abusive people out there. And although I can't change their personalities, I can change the actions they make towards me. Like L.Rae says, go up to the person and say- you did this, said this - it made me think this or feel this. "Please" tell me what you meant by it. If they start to scramble apply pressure and the "Do It". Force the issue a little. Once they give you a truthful answer and lay it on the line, give them a "Thank You", glad we cleared things up.
Most people can dish it out but can't take it, so speak up for yourself. You'll surprise the heck out of them. I have also found that when a few people in a workplace treat others badly, rudely and/or abusively it becomes the predominant mentality and soon everyone is in a rotten mood and treating each other badly. Maybe if you can get a few of them to change, things will get a little easier all around.
I probably wouldn't go to a supervisor until I had at least tried to work things out with the co-workers, one on one.