It is a type of bristle worm, a segmented worm. But, not the type we like to have in our aquariums.
Pull them - based on what I can find so far they suck the juices out of sedentary critters. It looks like they are a diverse group and maybe only some prey this way, but there isn't a way to figure that out right now. This is what I found, "mostly found creeping over sponges, ascidians, hydroids, bryozoa and algae or burrowing in the surface layers of silt and are common in protected sandbanks. They pierce the skin of these sedentary animals and pump out the juice."