Yes, I've heard of them and fear them, and many other things. I do a lot of diving and you tend to read about things like this. The less painful ones you can carry cheap glass cleaner to spray on the sting, the amonia kills the sting. But their are many things in the water that most of us never hear of. Fire coral is one that the glass cleaner will help with. Same with Jelly Fish. Here's another scary thought for you. There are things out there you cannot see at all. You have something called sea bather's eruption of sun bathers eruption, that's microscopic form of the thimble jellyfish. (looked that part up, not that much of a geek). If you get out of the water, the thimble jellyfish are attached to the areas you have clothed and start stinging you. So you end up looking like you have a reverse sun burn.

Too much geekness?

 

And just when you thought it was safe to go back in the water!
www.australianfauna.com/boxjellyfish.php

 

After the stone fish I needed no more persuasion...lol...kinda fond of living!

 

thats wicked! definately at the bottom on my list of "things to do"

 

I'll still go snorkeling in the Caribbean. You just gotta remember that you're in a completely different environment. Don't eff with stuff.