I’ve seen plenty of unidentified objects in the day or night sky. They were probably aircraft, weather balloons, or satellites—which is what most such objects turn out to be. I once saw a “star” moving briskly among the other stars in a perfectly straight line across the sky on a night when the Space Shuttle was flying—cool !
There have been famous UFO hoaxes, such one in recent years involving road flares flown by helium balloons in Arizona. And some really bad classics, like the wheel cover tossed into the air and famously photographed “in the sky” at just the right moment to look like a flying saucer.
I have no reason to believe that any unidentified flying objects are extraterrestrial spaceships stealthily piloted by aliens. But it sure makes for good movies!
The existence of intelligent aliens elsewhere within the Milky Way galaxy is highly plausible, according to scientific estimates based on the Drake equation. There is no credible physical evidence, however, that they have ever visited Earth.
That still leaves the door open for conspiracy theories and other pseudo-scientific fringe evidence. Among UFO sightings there is an inevitable residue of sightings which cannot be validated as ordinary. These have become extremely common post-World War II, when advanced aeronautics and space technology arrived. Roswell / Project Mogul was in 1947.