The first one is some kind of sponge. I have those on some of my rocks and they don't seem to be doing anything bad. Sponges are good filter feeders, there are some bad ones though.
The second picture you have of the "stick thing" looks like a type of worm that is very common and beneficial to the tank. When you feed the tank look to see if it has one or two tentacles coming out, waving around trying to grab food.
The third one is some kind of filter feeder, I've had those appear randomly and they are pretty cool to see waving around.
I agree the third one is probably red valonia, bubble algae.
Sorry if I wasnt too specfic but I don't see any problems except for the bubble algae if it spreads.