The psychological factors surrounding the topic of UFOs and visitors to Earth from elsewhere seem to involve complex circumstances.
One example may be the paradoxes of UFO sightings. Often, people see something in the sky that looks odd and may jump to the conclusion that it could be something very, very unusual such as a spacecraft of some kind.
In other cases, something truly anomalous is seen, often by multiple reliable witnesses, and the sighting is explained away as something natural or a misperception.