So Swiss scientists have discovered a way to trick the brain into seeing ghosts. http://www.dailymail.co.uk/sciencetech/article-2824134/Scientists-create-GHOSTS-lab-Volunteers-brains-tricked-thinking-s-creepy-presence-room.html
Couple this with The God Helmet and things start to fall into place, yes the mind plays tricks on you.
So I think, and of course this is only my view, is that these same mind tricks can also be attributed to those that have seen or been abducted by aliens. You see ghosts, the supernatural and aliens (here on earth) are not real.