The small shrimp - bug looking creature is probably a mystis shrimp and excellent for the tank. Fish and corals eat will eat these and as your tank matures you may probably see larger ones (if the fish don't eat them first).
As far as the brown worm ... that's sounds like a small bristle worm or other extremely small sand worm. NOthing to worry about as these small worms aerate the sand and rock.
The shrimp are most likely mystis or pistol shrimp. Either one is definitely desired in the tank.
They look like little bugs.. correct? If you're interested I suggest looking at the tank with a flashlight after the lights have been off for an hour or two. Look very carefully.. and what you'll see will amaze you!