Suppose I find parts of an actual alien spacecraft, or a corpse of a real alien. A major paradigm change on my part is in order:

--Aliens are real, and they are here.

--If I've got a piece of a spaceship, unless I found the parts in the outer Gobi desert or Antarctica, what are the chances I was the VERY FIRST PERSON to ever find one?

--How come no one has come forward before with this stuff?

--What will the aliens' opinions be on me waving their stuff around?

--What will the government's opinion be on me waving this stuff around?

--Repeat: how come no one has come forward before with this stuff?

Sorry...but the smartest thing to do would be to put the pieces back where I found them, after wiping them for fingerprints, and walk quietly away.

The paradigm change, of course, will remain.