If we look at the issue of "life out there" in terms of statistical probability, it does give one pause for thought.
Even allowing for there being only a 1% chance of life elsewhere, there would still be something on the order of 1,000,000,000 planets in the Milky Way alone that could have given rise to life of one sort or another.
Now, again allowing for a 1% chance that of those 1,000,000,000 planets, life had evolved to a level at least comparable to our own, there are still 10,000,000 planets which may contain civilizations on a par with something like what you'd find on Earth.
Extrapolating a bit further, of those 10,000,000 planets, if only 1% gave rise to civilizations 100 years more advanced than we are, you're still talking about 100,000 other worlds, and so on...
I find it very egocentric to believe that we're "it" in the whole of the known universe.
As for whether another civilization has ever visited Earth, I can't definitively say (any more than anyone else here can), but I'm certainly open to the possibility.
But given our penchant for capturing, caging or killing what we fear or don't understand, I'd be a little reluctant to stroll down "Main Street" in broad daylight myself.