I second what Azonic said if its in a reef tank I would return it if not there isnt much damage it can do except for slower movers than it.
they are very opertunistic feeders meaning they will eat just about anything that they can get aholt of.
what mine really liked was krill, shrimp, and squid along with shrimp pellets.
if he is spending most of his time on the glass he is hunting for food normally they will go to the waterline and double over and in essence smell the water to locate food. when do this you can place food on top of his arms that are doubled over and he will take it to his mouth.
but pretty much mine got active at nite going over the rocks and stayed close to the glass at daytime but not normally on it.
How long have you had the star?
Mike