I’d first consult with people who profess to know something about extraterrestrials already.
I’d carefully but unobtrusively pay attention to the suspect and try to get more information and a sense of what they’re like.
I’d tell some people about my suspicions, in case something happens to me.
What I did next would depend on the specifics of what I get from the above. I might either move out, take a vacation, lie low and document what I could, or try to get to know them better. The way the world is going, I think the planet could probably use some alien intervention, and I figure I’d be about as good a person to talk to them as any.