My bully has a phone that I plan on taking.
What makes you want to take their phone?
No idea. Do you have an idea on how I can solve the problem?
Even though they're a bully, you shouldn't take their phone. They might have an emergency where it's crucial they have a phone. Rather, you could speak to a person of authority about your bully's actions and how they are harming you or try asserting your self to them, so long as you will be safe.
I just want to steal their phone and play games on it.
I understand the desire to get back at your bully and stealing the phone might be a thing you take pleasure in, but it's wrong to take someone else's phone. You should focus on more constructive ways to control the bullying, be it by talking to someone or avoiding them completely.