No, do not attempt to remove it, if it is a fluke or anchor worm you will not be able to remove the head which would be inside the fish, leaving it to cause further problems, I doubt it is a fluke or anchor worm as your cory has only just started acting odd, it would of been flicking almost constantly as soon as it attached. Personally I would go an antibacterial medication as you have only had the group a couple of weeks, as they are in the main tank and not in quaranteen, as a precaution I would not isolate this fish do the whole tank, just in case this fish is carrying something. Hope this helps