Yep, it's a holothurian. I'm with Elysia, I see ten times as many cases of people killing something benign or beneficial out of panic (or with the encouragement of the ignorant) as I see where people panicked and actually removed something harmful. I say "when in doubt, isolate it and identify it." There is almost nothing non-microscopic that you will find in a reef tank (with the possible exception of some of the sponges) that someone on this forum can't identify, at least to the family level.
Cheers,
Don