Prior works have shown connections between online toxicity attacks, such as harassment, cyberbullying, and hate speech, and the subsequent increase in offline violence, as well as negative psychological effects on victims. These correlations are primarily identified through user studies conducted via virtual environments, simulations, and questionnaires. However, no work has investigated how, in practice and authentically, people react to online toxicity both emotionally, showing anger, anxiety, and sadness, and behaviorally in terms of engaging with and responding to toxicity instigators, considering conversations as a whole and the relation between emotions and behaviors. This data-driven study investigates the effect of toxicity on Twitter users' behaviors and emotions considering confounding factors, such as account identifiability, activity, and conversation's structure and topic. We collected about 80K Twitter conversations and identified those with and without toxic replies. Performing statistical tests along with propensity score matching, we investigated the causal association of receiving toxicity and users' responses. We found that authors of conversations with toxic replies are more likely to engage in conversations, reply in a toxic way, and unfollow toxicity instigators. In terms of users' emotional responses, we found that sadness and anger after the first toxic reply are more likely to increase as the amount of toxicity increases. These findings not only emphasize the negative emotional and behavioral effects of online toxicity on social media users but also, as demonstrated in this paper, can be utilized to build prediction models for users' reactions, which could then aid the implementation of proactive detection and intervention measures helping users in such situations.