Originally Answered: My supervisor is a JERK. Should I say something to my boss?
Like you said, everyone is probably already well aware of Jeff's attitude. Also, with you being a newcomer, your opinion probably doesn't hold as much sway as everyone else who has already told the boss what a jerk Jeff is.
For now, you should just try to have thick skin and not let him get to you. The holidays are an extremely stressful time in retail (I'm assuming that's the type of job you're talking about) and Jeff is probably even more short-tempered than usual right now. Also, since you are new, he probably feels the need to "start off on the right foot" with you, and prove to you that he is a tough supervisor. Over time, when he gets to know you better and realizes that you have a good work ethic and are doing your best, he will probably relax a little. And over time, you will probably do things that make him indebted to you (staying late, coming in early, covering other people's shifts on short notice, not calling in sick, etc.). Once he "owes" you for the extra effort you've put in, it will be much harder for him to treat you like this.
If this happens again soon, just remember, you are an adult (you may only be 16, but if you're old enough to have a job, you are old enough to be treated like a grown-up!). There is no need to get upset. You have the opportunity to prove to him how ridiculous he's being. Do not directly acknowledge anything he shouts at you (such as by apologizing). Wait until he stops and say, "Jeff, I understand that there is an issue here, but I won't be able to do anything about it until you can speak to me in a calm, rational, respectful way."
You can also tell him that you think it is inappropriate to have such a "remedial" conversation out on the floor for other associates to witness. Tell him that you would prefer to have the conversation privately. Also, it is company policy in many business today to have another female associate present for superior male-on-subordinate female discussions. This is to prevent sexual abuse or harassment from taking place, but in your case it can be used to ensure that you have a witness present for your talks with Jeff. That way, if you do decide to take action against him, you will have someone to go to and ask to make a statement on your behalf.
In most cases, you should always respect your chain of command and prove to your direct report that you are at least willing to give him a chance. Once you have told Jeff to his face that you don't appreciate the way he confronts you, if there is no change, there is absolutely no shame in going to his boss to try to get some resolution. If she is unwilling to work with you and Jeff (and the rest of her team, no doubt) on these issues, then it is time to begin making a record of the abuse you are suffering and report it to your local Human Resources representative whenever you feel a breach of policy has taken place.
Asking your boss for a copy of company policy is a great way to make an indirect threat. Whether this happens within the course of a conversation, or you just randomly approach her and ask her where you can locate company policy on harassment, she will get the message. Once she sees you are that serious and knowledgeable about it, she might change her tune.
Whatever you decide to do, stand up for yourself. One day you will look back on this and wonder why you were so nervous about the whole thing, and say to yourself, "If Jeff did that to me today, it would be the first and last time!" When you are young, and especially female, entering the workforce can be an intimidating experience. But there is no reason why that should be. Company policy, 99% of the time, is against anything that makes you feel threatened or uncomfortable.