Actually it is well known that they can eat coraline. Most people, however, do not worry about this long term as often by scraping the coraline off the rock they spread spores, so while they eat and scrape off some, they in the big scheme of things, help coraline to spread. They do munch on some corals, but it's really hit an miss...some do, some don't. If you like him I'd say keep him until you see/know he's causing a problem. The only other thing to keep in mind with urchins is they can really smush themselves into any little crevice and so often manage to tumble rockwork in tanks. If you choose to keep him make sure your rocks are secured/stable. Hope that helps, -leigh
Oh, and btw, there are a few of them that have venomous spines (nothing severe, kinda like a bee sting)...so before you go grabbing it if you choose to remove it you may wish to post a clearer pic or do a web search to really nail down which type of urchin it is.