Those really DO look like coral and I've never seen anything like that. It says "Europe" so maybe nobody has accidentally landed in the Americas with some hideaway spores. They are so pretty.
It looks like the are growing in pine needles and something that looks kin to running cedar. I will have to check out the field of pines at my Mom's house more closely to see if the needle covered ground holds any neat surprises.
This was the first time I found them too. The woods have some mixed pines and leafy trees. I saw it growing near oaks too (but with pines around).
They are really pretty :)