There is no doubt that thousands of people have seen aerial phenomena that were inexplicable by ordinary standards. The disappointing fact is that, based on the fundamental laws of physics, it is impossible for a massive body to attain the speeds or acquire the energy to travel any appreciable distance within or between any galaxy in the Universe.
Whatever may be out there, it will forever be the speculation of science fiction writers. We will never have contact or receive information about the existence of other intelligent beings in our Universe. No civilization sufficiently aware of the distances and times required to travel between star systems would attempt such a futile and uncertain voyage.
The only possible exception would be if we detected light from one or more stars indicating their energy was being diverted within a Dyson sphere or some other advanced technological device with no natural explanation. It would be interesting, but not very useful information.