Ants who want delicious treats
One of the things that people don't realize is what the existence of a UFO means. If even one sighting is real, that means that somewhere (whether that be in the cosmos or other dimensional) there is some kind of manufacturing plant - whatever shape that may take. A while back a concept was laid out saying that its not impossible for an ant in the amazon rain forest to arrive in downtown Seattle so he could take the fairy out to one of the islands - but, its highly improbable. First of all you have the intelligence of the ant to consider - an ant doesn't know that there is an island that a ferry traverses to over the water, let alone be on another continent altogether. So if an ant crawled onto a jungle explorer and sat on their shoe all the way back to town, then to the airport, and thus arrive in Seattle at Seatac airport. From here, the ant would have to hitch a ride from the airport down to a the docks to board a fairy and finally be on this way to those delicious island treats that he didn't know he wanted. In order for this to happen, it would almost assuredly be by sheer accident and even if one ant managed to accomplish this, the likely hood of 2, 3, 10 becomes progressively less and less likely if it wasn't so nearly impossible already.
Understanding Dimensions
One way for us as humans to understand things that are more complicated than we are used to is to look one level below. For example, to try to understand 4 dimensions the best way to look at it is to go to 2D dimensions. In a 2D world your environment is a rectangle for an easy analogy. You can be a line, a triangle, a square, a pentagon, an irregular polygon, a hexagon, an octagon and all the way up to a circle with infinite points having your only limitation be the planck length. So if a 3 dimensional sphere passing through a 2 dimensional plane starts as a small circle progressively getting larger until it hits the half way point and then starts getting smaller and disappears. An ellipsoid would follow the same pattern except it would be more oval shaped. A cone however, would start small and progressively get bigger until it disappears suddenly or in reverse if it passed through in the other direction. Go one step farther and take any random 3D object and start it spinning on multiple vectors as it passes through. The 2D observers would really get a wild show seeing bizarre shapes that might almost appear like a flashing depending on the rotational vector speeds. At this point we still don't understand 4D, but we at least start to understand how a higher dimensional object than 3D would look to us. It would be equally as weird for us to see it if not more and we have a whole extra dimension than the 2D observers.
Limited knowledge
I said all that to say this: keep in mind that we know so little about the nature of the universe and quantum physics that we may not even have a reference point and to some extent might be equivalent to the ant, even though we are a more intelligent species - but lets look for clues.
Clues
In Ecclesiastes 1:9 its says, "The thing that hath been, it is that which shall be; and that which is done is that which shall be done: and there is no new thing under the sun." This was written by Solomon, who was the wisest person who ever lived with the exception of Jesus which goes without saying but is worth saying all the same. In all fairness we would have to ask is that only referring to our sun or does that include other suns as well. However, for the clue search, we still "stick" somewhat with our sun and venture beyond when necessary.
The Short list
Trinity - Father, Son & Holy Spirit - (Always have existed, a concept that we have a tough time understanding)
Angels, Fallen Angles & Demons - (Created beings but immortal - in part 2 this category will be broken down for better understanding)
Gray Aliens - (Perhaps some type of clone or empty shell that something may be able to inhabit)
Animal Human Angle Hybrids - (Had unusual abilities, but most perished in Noah's flood)
Modern Day Human Animals Hybrid - (Example: Like growing an ear on a mouse and other combinations)
Hybrid animals - (these don't really qualify as a who...but, Ligers, Tigons, Goats with spider silk in their milk...)
Reptilians? - Unknown
Other - Definitely unknown