Hi there - there's a user who's now deleted their account whose specialty was the history of perceptions of extraterrestrial life, whose answers make up a bunch of the part of our FAQ dealing with the paranormal. In the FAQ is a link to an AMA the now-deleted user did on the topic. Additionally, /u/itsallfolklore - always one of the treasures of the subreddit - has answered the question Were there any recorded UFO sighting prior to the early 1900s?