Sea cucumbers are truly unusual animals that have alien body plans and behavior from what we are used to seeing in an animal. I actually have more than one in my tank; I also keep a black knobby and yellow sea cucumber in my tank which are not profiled because I can't find or take good pics of them (this photo of the pink & green is also very disappointing and unclear, but this couldn't be helped because he hides in the back of the tank and is camera-shy).
Some sea cukes like the knobby are great sand-sifters, while some,
like the yellow and pink & green shown above are filter feeders that need to be given occasional feedings of live phytoplankton (I feed from the refrigerated bottled kind). All must be acclimated *very* slowly to the reef tank and are sensitive to water quality. They should all be watched, because when they die can have the potential to turn their stomachs inside-out and release toxins that can poison the entire tank.
This, fortunately, is more a real danger with large brightly-colored sea cucumbers like the sea apples,
which should never be attempted by beginners. Despite these dangers, I have not had real problems with them; they are relatively low maintenance aside from the occasional phytoplankton feedings, and my little yellow cuke has even divided into two daughter halves that have now crawled apart and are feeding independantly.