How is a Christian suppose to act when being physically persecuted?

I'm working on fictional stories. One day I want to make Christian based action/adventure movies. In some of my stories Christians are physically persecuted. But I can't yet write or think of how that would work because I don't know how Christians are suppose to behave when persecuted.

I know Paul rejoiced after his persecutions and tells us too also, but what about before hand? Are Christians suppose to brave and "take it like a man" is it okay for a Christian to be a little scared before hand and during physical persecution?

I know these might be weird questions, but if I'm going to be showing my stories to other people one day I want all my facts right.