It would appear to be either a tunicate or sponge. I am unable to make out any real features other than the siphons to say reliably which it is. Can't say if it will be a problem either since I don't know the details of your tank. Some sponge and tunicate species are considered pests and will grow out of control. That isn't typically a problem in new aquaria, but it could be if you have a fairly mature tank and this stuff just recently started growing.
Since your tank is brand new, there is a small chance it will survive. Too often these types of animals starve in our tanks due to the lack of free floating organic particles. There is also the issue of the nitrogen cycle development in your tank, the ammonia may kill it. I wouldn't be worried if it lives, though. A lot of people enjoy having this type of life in their tank. The microfauna in a reef tank is some of the most enjoyable stuff to observe.