Many small pests 'ride' in with corals, ranging from crabs, worms, red bugs, snails, anything, in short, that can cling to any part of the coral. Some are on the coral because they predate on corals. Others are mere harmless passers-by who happened to get onto the coral. Experience and spending a lot of time viewing the pictures available in this forum will show you things to look out for. There are precautions you can take against such things. Being careful where you get your corals is another good idea. Know where they came from, as best you can---and sometimes it makes things interesting, too. I'm in the process of stocking my own reef, and oh! another question to ask before you get a coral: how much space does it need for 'sweeper' tentacles that come out at night on certain species---some are quite space-hungry. And how far from the light does it like to be? How much flow? Etc.