If you want to read about the Torah perspective on aliens, probably the most comprehensive source is Rabbi Dr. Normal Lamm’s essay in the book Challenge called The Religious Implications of Extraterrestrial Life. There’s also a Gemara in Brachos (sorry, don’t remember the daf) that mentions resident of certain stars helping the Bnei Yisroel fight a war.
As for lights in the sky, I used to be pretty into UFOs and unsolved mysteries and stuff. Then I unfortunately grew up. Turns out that pretty much all of the really weird sightings were either admitted fakes, or one person who saw it. Amazingly, with the advent of cameras in everyone’s pocket all the time, reports of close encounters with aliens and their spacecrafts have dwindled to effectively zero (along with Bigfoot and the Loch Ness Monster).
So the only encounters being recorded and reported are lights in the sky. Which could be alien spacecraft. Buuuuut in all likelihood, they’re just random things. Like how videos at night show some bugs in certain lighting as floating glowing orbs. Or just the sheer number of things flying around these days, from drones, to balloons, to small planes.
It’s the same with the military. You have to understand, the “U” in “UFO” is for “Unidentified”. Which is something they see every day all the time. Blips on the radar from flocks of birds, or pilots seeing something out of the corner of their eye. If it’s not a threat, they just shrug it off. And that’s what most of the declassified reports show. Just a pilot who saw something moving fast, a radar technician who couldn’t pin down the source of a signal, and so on.
Sorry to take the fun out of things, but that’s just how things are.