Chicagojoe, the first is aiptasia, nuisance anenome. If you don't have something that will eat the shrimp (example a coral banded shrimp), you can get a peppermint shrimp, they usually will eat them. Or a variety of products to do it, people like aiptasia X. Once they get big enough I personally inject them with vinegar or let other organisms (peppermint shrimp, Berghia Nudibranch) eat them.
Second is some type is macro (not micro) algae. Some are great and beneficial, some will take over your tank and should be removed. I don't know much about which is which yet.
Third, is it a dove snail AKA Collumbelid? Check google images and see if it looks like it. Pic is pretty hard to tell. I'd look up stomatellas too just because they are such common hitchers. But it's foot shape looks like a Dove snail. Does it have a long snorkle looking think for a nose? Doves do.
The big red worm is probably a bristle worm. Check google images again. They are great for shrifing/cleaning the sandbed but wear gloves when handling live rock as they string. I wear gloves anyways, lots of nasties in the ocean.
Nah, if the pep shrimp is an aiptasia eater (every one I have had was but people say some won't), anyways if he eats them he will take care of them all.