I wouldn't worry about it. They came thru a combination of wet weather and your wood mulch.

It's one of the bird's nest fungi (funguses?). See the little 'eggs' in the nest? They won't hurt anything and you can't really get rid of fungi like that anyway; what you see is just the 'fruit'; the actual plant is thin threads all thorugh the mulch or whatever.

WW

Here is a link that might be useful: Bird's Nest Fungus