That's a thrip. Big problems with them in the UK - the little fuckers get everywhere. In monitors, in your hair, crack of your arse, fire alarms etc.
People have said you can turn the monitor off and then coax them to the sides with a torch. Others have suggested you return the monitor under warranty as they're supposed to be hermetically sealed (don't know if this is true or not but it makes sense).
Meh... I've seen worse. My old 486, which I had kept for a very long time (even while I was working for "the creature"), eventually had a problem with bats living inside of it. I've also seen what happens when devkits sit in a warehouse long enough that certain [mammalian] vermin work their way into the shipping cartons.
I have two in my TFT at work. Very small things, like 2-3mm long worms. They were moving and I thought it was on the surface and squashed them, unfortunately they were inside. I was also wondering how they came in. Now I have a few, err...dead pixels. Not kidding.