It's unlikely that you'll run into an alien from another planet while out and about, but did you know that the word 'alien' can be used to mean strange, exotic, or foreign?
As we saw in this lesson, what makes something an alien is the way it is different or unfamiliar to your main character. So anything could be an 'alien', given the right setting.
Think about how you might turn a human into an alien creature (the example with Jola, used throughout this course, does exactly that). Or, if you're looking for some quick inspiration, there are plenty of animals that look like aliens already!