The big leafy one is a caulerpa species (serrulata or brachypus, maybe?), It can be very hard to get rid of, and it has a tendency to up and melt ('go sexual'), dumping nitrates, phosphates, and nasty toxins in your tank.
The red one could be innocuous, personally I'd just keep an eye on it.
The fuzzy green one could be hair algae- I'd remove it. The greenish brown one? I can't ID it, but I'd probably remove it, or at least put the rock in my fuge until I could look it up.