That's weird. Can you snap a picture?

If it's a thread of cocohusk, I probably wouldn't pull it. Those little strings are very abrasive, and I wouldn't want to risk injuring anything. If it didn't resolve itself in a day or two, I'd snip most of it off so it can't get caught or drag on anything at least. If there's no blockage, it should come out when he poos.

It may be good to switch to coco-fiber instead of coco-husk. That way there are no chunks or strings like that in it. Eco-earth is the brand I use for my frogs.