I see it all the time a month or so after setup.Usually snails will take of it or it disappears on its own.A type of hair/bryopsis algae is my guess,I never do anything to get rid of it.
Leave it in your sump, it'll be good for nutrient export. But in your display tank, if there's nothing to take care of it, it could spread. Like Freak said, snails should eat it.