Bros, this is really easy: The US Air Force was developing all sorts of secret stuff during the Cold War, to keep it secret from, you know, the Russians.

When a secret spy balloon crashed in a public place in Roswell, the Air Force didn't answer any direct questions and when someone asked if it could be aliens, their reply was, "it can be whatever you want!"

Part 2: Everyone forgot all about the whole event for 30 years, because it was completely unremarkable. Then, after the Watergate scandal, everyone was super suspicious of the government, because one conspiracy had just turned out to be true. And one guy got on the radio and was like, "yeah well the government even has aliens, remember Roswell?" And nobody did, so then they retold the story in the most suspicious way possible and he sold a ton of books.

And that's where aliens come from.