Gavin got bullied for the first time

We went to McDonald's Playland today, and there was another boy there, maybe 3-4 years old, just a bit bigger than Gavin. He kept pretending to be a monster and reaching out for Gavin. Gavin, in return, screeched and ran back to me, saying "No! I want Mom!" I did eventually get him to stop screeching, but each time the other boy growled and reached his arms out to get Gavin (he never actually touched Gavin), Gavin shouted "No!" then ran back to me, scared, thinking the "monster" was going to get him.
One of the times, I put him on the playset past where the other boy was sitting (waiting for Gavin to try to pass by). I heard running in the tunnels of the playset, then Gavin RAN down the tunnel, with the other boy chasing him, so apparently the game had progressed to chasing instead of just blocking Gavin from getting onto the playset. I was getting kind of annoyed since the kid stopped Gavin a good 20 times, and his mom didn't say anything to her son. Meanwhile, I was just concentrating on comforting Gavin when he'd run back, and trying to convince him to just walk right by the other kid. Gavin got more courage every time I'd tell him, but then would still back out before he made it past the other kid. Luckily, the mom finally decided it was time for them to leave, since she and her other kid were done eating. It had gotten to the point I was going to just talk to the other boy myself, but wanted to see if Gavin could work it out on his own. Apparently, he couldn't quite this time, but it did give him experience dealing with another kid I guess.
After they left, another mom in the play area said "there goes the playground bully", since she had witnessed the whole deal. I didn't think of it as that serious at the time, but I guess she's right- that's probably how bullying starts. The other boy started out just playing, but then when he saw how much of a reaction he got out of Gavin, he kept doing it. And no one spoke to him about it. I should have, but didn't realize how much it was actually bothering Gavin. After all, he was joining in the fun for a while. I thought he was just playing or pretending it bothered him. But after a while, he wasn't. And I kept thinking the boy's mother would speak to him, as I would have if Gavin was bothering another kid. But she didn't. How easy it is for a little kid like Gavin to get bullied!