Most likely a vermetid snail. They are filter feeders that cast out a mucous strand. I usually scrape them off with something sharp. They can take over quickly and become very irritating to coral.
+1 on the vermetid. Another way you can get rid of them is to put super glue over the opening to lock them in. I'd definitely take care of them sooner than later. You can find them on the bottom of rocks a lot of the time too.