Our senses and brains are remarkably easy to fool. Stage magicians even make a career out of making us think we’ve seen things we haven’t.
How many times have you seen a shadow, or a silhouette and thought it was a person/monster/whatever? Our brains are wired to see familiar things in unfamiliar circumstances, and it bases it on things we’re familiar with. UFO sightings follow predictable patterns based on what style or shape of “alien ship” are biggest in pop culture at the time. We conjure up monsters we saw in movies, or read about in books or magazines.