That is how mine look just hatched - they gain a slight pink tint after a few days.

The only real "pests" that have ended up in my worm bin are fungus and fruit flies, and some centipedes. The former two are only due to inconvenience.

Most of the things that end up in your worm bin, I think, are always beneficial.

The other worms you can get in your bin are very very tiny white pot worms. They aren't bad, but if you have a lot, it may be a sign that your bin is slightly acidic.