I believe you are thinking of a UFO (unidentified flying object). There are people who believe that aliens have visited us in space ships; according to these people, objects we see in the distant evening sky might be proof that these space beings exist. But other people are skeptical-- for example, scientists who have seen objects in the distant sky don't necessarily believe these objects are space ships; they might be comets, weather balloons, etc. But since scientists do not always know what these objects are, the name "UFO" has become a catch-all term for any unknown object seen in space, something that is difficult to identify or explain.