Its an annual weed, commonly known as caper spurge - its one of the Euphorbias, so the sap may be irritant to the skin. Some people leave them be, others of us pull them out...

This plant is appearing a lot this spring. I have one for the first time in my garden.

Thanks Bamboo and SBG ,ive never had one pop up in my garden ,the leaves look quite unusual and interesting.I think my daughter will probably remove it as she has cats and a baby now and is in the process of sorting out her garden.:)