OK well now that I know what it is I now clearly know where it came from. I added a sponge to my refugium and with sponges come these guys.
Although attractive to look at, you should resist any urge to purchase a species of Synaptula because most feed by mopping tiny particles of organic detritus and secretions from the surface of living sponges. Without the correct sponge species on which to live, they are doomed to a slow death by starvation in your aquarium. (Photo by Robert Fenner) - excerpt from Advanced Aquarist