Nothing. It takes nothing to think they exist. In the tiny space we can detect we so far found more than 4400 planets. This gives a potential number of planets in the Milky Way of many, many billions. And there are many billions of other galaxies around us. From the number of planets it is highly likely that many, many alien lifeforms exist. But for me the most alien of aliens are some other people. So in any possible meaning of "alien" I think they are out there and down here.