I am sure the people who have experienced alien abduction are telling the 100% truth. From what I have heard, it is mostly a horrifying experience. For myself, what I experienced, (which I initially thought was an alien abduction), was actually what has been wildly known as the "Old Hag Syndrome," which is a version of sleep paralysis.

You wake up unable to move, barely able to breathe... you feel an oppressive weight on your chest... and you sense some evil presence in the room... The old hag strikes!

But on a lighter note, people always ask, "well, why don't we have clear-cut evidence?" Here is my take on it, via the new season of the X-Files: