I suppose they can be grey as well. But here is a big one that goes way back to ancient times too. One can see through hieroglyphs that alien like creatures were thought about even way back then. It is the bases of many science fiction works.
But in almost every case they come here to destroy. What other purpose would they really come for though? We can't make peace with ourselves. So I doubt they would bother otherwise. Do you think other life exists and do you think they will or have been here before?