What to do?
IMBacon gave a good reply, and I agree.
I just wanted to say some general stuff.
In the opening find ways to develop and defend at the same time. If they sacrifice material to get ahead in development consider sacrificing it back to equalize deveopment. It's all about development and king safety.
In the middlegame if an opponent is pursuing a positionally justified advantage, you should try to find counterplay. Direct defense is technically and psychologically difficult, and sometimes impossible if the aggression is positionally justified.
If it's unjustified then you just have to calculate through the tactics and refute their bad play. This could mean a long defense, or a crazy looking counter sacrifice. Chess isn't easy.