There's absolutely nothing wrong with scepticism ('skepticism'). A good scientist is a sceptic. A sceptic is a person whose beliefs are founded on good evidence - not anecdote. He/she also keeps an open mind until the evidence is produced.

If extra-terrestrials are really visiting us they're not really doing very much or making much of an impression (except scaring and mystifying those Americans and Canadians who choose to drive at night on country roads). Lots of anecdotes - no convincing evidence.