I quite like it when people claim to have seen a UFO - because they have. It's flying, it's (presumably) an object, and it's unidentified, at least by this particular viewer.
My FIL sent me some video a few months back of some crazy lights a friend of his had seen in the sky. I thought to myself, That's a kite, but didn't say so and merely agreed with him that they were, indeed, very interesting and unusual images. A few days later a news item turned up from that area - and it was indeed a kite, a fancy Japanese one with lots of electronics and flashing lights. Very cool, in fact!
I expect most of the weird things people have seen have similarly prosaic explanations, although sometimes the explanations may be very odd indeed.
Aliens, though, no. Interstellar travellers, I feel, probably have better things to do than play about in the sky just to puzzle us. Unless they're teasers.