U.F.O. is the acronym for "Unidentified Flying Objects". The word "Unidentified" is the key word.
Another acronym, more modernly used is "U.A.P.", meaning "Unidentified Aerial Phenomena". Again, the word "Unidentified" is the key word.
U.F.O.'s are a number of things, from misidentified objects, lunar (refractions, eclipses, &c.), solar (solar flares, sun dogs, eclipses, &c.), sidereal (alignments and other heavenly phenomena, atmospheric phenomena (like chain or ball lightning, auroras, sprites, cloud formations, atmospheric distortions, optical illusions, &c.), creaturely (bird formations, locust formations, &c), dust, objects related to mankind (balloons, weather satellites, governmental atmospheric experimentations, drones, airplanes, debris caught up into the air currents, and government top secret, and not so secret programs (rockets, hypersonic planes, &c)) and other earthly interactions, like 'swamp gas burning', electro-magnetic events, &c.
Are all such "U.F.O.'s" / "U.A.P.'s" those things? No. There is also an otherworldly enemy on earth (the devil, Lucifer, satan, &c.), with many followers (devils, fallen angelic beings), and they love to deceive in many ways, and are able to manipulate the minds of mankind, able to manipulate, light, electro-magnetic spectrums, particles, &c. The devil needs to prepare the secular world for the events that the Bible mentions, not just the religious.
You might find these documentaries useful (and I know the author of one of them):
Starfall (English) -
Starfall (Spanish) -
Another, brief intro, here -
As for little green men, the Greys, Martians, Raelians, Andromendans, Wookies, Ewoks, Romulans, Klingons, &c, that is all part of the deceptions of the great enemy, please consider the following, chapter 12, pages 120-178 -
Godhead - The Eternal Heavenly Trio : Free Download, Borrow, and Streaming : Internet Archive