The ornate ghost pipefishes were probably everyone's favorite "critter I haven't seen before." They have excellent camouflage, typically hanging next to crinoids that have similar colours. This one was actually a very pedestrian brown until I hit him with the strobe: that brought out the incredible reds.
No matter how much I dive, I am always struck by some of the incredibly beautiful things down there, and we have really only just scratched the surface (so to speak) of what is down there.