Are you just learning about UFOs after the Navy release and New York Times article in July, 2020? Start here.
Folkloric and historical records of UFO and other-worldy phenomena have existed since the earliest human records. Ancient civilizations celebrated stories of gods descending from heaven or arriving from ocean crafts. The stories exist the world over, and the Judeo-Christian religions preserve numerous stories in their official and apocryphal texts about similar encounters. Across the world, these beings might teach humans how to do everything from farming to using make-up to attract men. Not all of them were good, and some were quite bad. In the backdrop of these stories we get the ideas of heaven and hell and a cornucopia of historical stories - and myths - regarding "signs in the heavens".
Before beginning your study, strap yourself in, sit down, get a nice glass of water, and prepare to have your mind's limits challenged. This is not a small topic, and the high strangeness of most of the encounters is so utterly bizarre that most people prefer to avoid it.