New live rock critters

[Endy]

New to the hobby and I'm setting up my first salt water tank. I have just purchased my live rock and I was taking a look after I got it into the tank.
There are a couple of things going on but a couple I need some advice on.

1st there is a crab of some sort about the size of a thumb nail living in one of the holes in the rock. Should I just leave him be or is he not good for my tank at this critical stage of stabilization?

2nd there is few little flutey feathery things living on a couple of rocks. What are these things and will they survive? The Rock is partially cured from the aquarium store and it shouldn't take the month to 6 weeks to stabilized.



Lastly... What the heck is this thing??? It looks like a large almond in the shell. I don't think its alive. Any thoughts???