It's amazing how many people just want to believe things, without taking the time to actually investigate matters. As someone who has had a longtime interest in the possibility of life on other planets, aliens, etc. I've actually taken the time to read theories by top physicists, etc. as opposed to looking at some grainy footage and saying "wow, that looks real!!".
One of the things to consider even beyond the likelihood that some other civilization could achieve the type of technology it would take to traverse the insane distances of the universe, is TIME. The time human beings have around is less than a blink in the history of the universe. So even IF a civilization could have achieved this, the likelihood that this civilization overlaps with our infinitely brief existence is ALSO a huge thing to overcome, along with the technological advancement such a civilization would have had to achieve. Such a civilization could have come and gone millions of years before ours, or won't come to be until millions of years after we're gone.
It's one thing to believe that there is a likelihood that there is life elsewhere in the universe. It's yet another to believe there is intelligent life elsewhere in the universe. It's another to believe that this intelligent life has been able to achieve galaxy traversing technology. And it's yet another thing to believe that these beings have done so AND exist within the brief timeline of humans AND that they visit here. These are a lot of varying issues.
So as I said before, in order for me to believe it I need either one or both of - a body or a ship. Anything else is just ignorant humans speculating on matters they haven't fully thought out.