I know the feeling.
I had the exact same thing happen to me (though I freaked out a lot more than you apparently did) when I set up my tank. That horrifying thing just crawled out of the rocks, didn't it? It's either a brittle or serpent star fish. Apparently they're good for cleaning up the tank but I took mine back to the
LFS because I think they're the most ghastly looking creatures.
Joseph Granata