Sumps can be used for all different reasons. As well as less water changes, the greater water volume can also allow for you to stretch your fish stocking a little more. Also, if your sump contains a refugium section, the refugium can be a great help for you tank as it can greatly decrease nitrates and also provide your tank with even more little critters, like copepods, that might become extinct in your DT because of predation. I also like sumps because they give a different indirect use of helping to provide an alternative to the flow in your tank. The output coming from your sump can be better, sometimes, than using powerheads.
A sump never has to be required, but it all goes down your individual plans and opinion. I personally, would never run a larger tank without a sump. That being said, the largest tank I would run with a sump would probably be a 20G.
As for your critters, the first are feather dusters, a type of tubeworm. They're filterfeeders and perfectly harmless. Some of them can be quite beautiful.
The second... are you meaning the creature attached to the glass? If so, looks like aiptasia to me perhaps, a small pest anemone. Not good for a reef tank, they can sting your corals.
