The purple/pink types like you have there, are harmless (unless you touch them).
I don't want to sound a false alarm, since as the thread has stated a lot of these guys are just fine, and I agree that is usually the case. However, I'd be wary of using color as the main indicator. Red vs. pink will not tell you the species. It's also been my experience that environmental factors like worm-eating predators (hermits, shrimp, etc.) can sometimes be more of a deciding factor in whether at least one of these species will get out of hand or not.
Whatever the current species I have is, it produces the usual pinky/purple/blue individuals, bright red individuals (they dominate the population currently), and very rarely yellow-to-white-ish individuals. During the years I've kept them out of interest, this particular variety has:
- Been kept in check for a couple years by hermits and shrimp and lived problem-free.
- Had a snack on my lower arm.
- Eaten what remained of my soft corals in a sudden act of savagery due to not being fed during a cross-country move. This was despite having been in with soft corals for almost a year previously...go figure.
- Taken over the most recent pico they got dumped in due to lack of predators. Having eaten pretty much everything else in the tank smaller than them and left me with a "worm tank," they've taken to sucking on Caulerpa as a food source.