Yeah, sponges are tricky, some will never make it, and some will thrive in your tank. I have ~5 types from my live rock that do well and have been sustaining for 10 years.
One thing I have noticed, unless it is a photosynthetic, do not place them in light. All the sponges I have are on the undersides of rocks and generally get decimated by algea and do not do well in direct light. Whenever I do any rock changes I have to re-place a few of my white ball sponges to keep them shaded (although they tolerate light the most).