I strongly believe that they really exist. I even believe the concept of parallel universe. In the ancient Indian scriptures there are lots of mentioning about extraterrestrial life. It is believed that the gods and demigods are capable of traveling from one planet to another planet easily. We might consider all these as myths just because we have not seen any evidence for the same and at the same time we are also not seeing these things happening in today's world. That can be another reason for us to say that these are all myths.
We still don't have any answers for many mysteries in this world. There are many faint structures and archeological places in India that are beyond human capabilities. We might have a doubt on how it would have been possible for humans to construct such faint structures without the help of any extraterrestrial beings. The scientists and researchers believe that it would have been impossible to construct something like this without the help from super natural beings.
Black Holes and places like Bermuda triangle are still a mystery to the mankind. Several decades have gone already and the researchers are still struggling to find a possible justification for what is happening in Bermuda triangle.
Next suspect is the UFOs. If you go to Google and type UFO you will be able to see an incident happening somewhere or the other every 1 hour minimum. We see videos and images of unidentified flying objects. So some of them are mere imagination and fakes, there are quite a few that are solid. No one is being able to explain about it.
Submerged city of Dwarka. There was a research and documentary on submerged city of Dwaraka. Lots of astrological evidences were identified. These evidences almost proved the existence of giant city called Dwaraka and even proved the existence of Hindu God Krishna. But for some political reasons the documentary was completely submerged and was never let available for everyone.
So all the above things and lot more similar things make me believe about the existence of extra terrestrial life.