The mind is an all powerful thing. It's very capable of convincing it's owner of all sorts. It can be influenced by other people, drugs, hormones, emotion, PTSD etc etc. The placebo effect is a proven phenomenon of something having the desired effect on the subject if they are told it will have that effect. There is also the Nocebo effect, where a person is given a placebo and is told there will be side effects, and the person actually goes onto experience those side effects from simply their negative beliefs that it will.
I remember a little story about the possible reason we have beliefs/religion. Imagine there were 2 animals in a field, and they were both prey to a larger animal. There's a noise in the bushes, one of the prey bolts as it is convinced it's the predator. The other thinks "meh, probably just a bird or gust of wind" and carries on eating. Now, it may have been a gust of wind, and the one that didn't bolt will pass on their genes which tell their future generations to not be so jumpy, thinking things are there that aren't. On the other hand, it could have been a predator, and game over for their line of genes. The other one that bolted will more than likely always live, and will pass on their genes which tell future generations to panic about any little noise you hear. This line of thinking made it all the way to present day - there's a ghost.
I class myself as an agnostic - no proof a God does or doesn't exist. My wife is Catholic, from a catholic family, and they are real church-goers. As a result, them, and all the children are some of the nicest most kind people you could meet. I see the benefits of this kind of thinking, but that's them, and not me. My wife had a son before we met, and he died of a brain haemorrhage before he was 7. If it wasn't for her religion, which tells her she'll see him again one day, I don't think she would have managed as well as she has. That is a very positive side to religion as far as I'm concerned. But my suspicious side tells me it could have simply been a myth made up long ago to help people who were grieving.
The alien thing, I can only put down to mathematical probability - it's HIGHLY unlikely we're the only the life.