I'm not referring to, say, a star that is said to be a deity, nor am I necessarily talking about UFOs and aliens, though that would certainly qualify. Rather, the cultural phenomenon of "something was seen in the sky! Nobody knows what is was! Could it be X? Maybe it was Y! Some even think it was Z!"
I'm thinking it has only entered culture relatively recently as humans have started putting things into the sky. However, the capacity of humans to imagine these things certainly isn't new, so perhaps it goes back to ancient times.
What about the idea that we have been watched or visited by extraterrestrial life? That seems more likely to go back to ancient times than "I saw a mysterious thing in the sky!," but I'm wondering if UFOs and space travel have been a catalyst for such thinking to enter culture.
I hope this makes sense. I know this is broad and doesn't cover a specific place or time, so I understand if this breaks rule 3.