Yeah, I know from first-hand experience how those UFO's can do a job on ya...
Shortly after my Wife and I were married in 1988, we were camping out in the desert about 20 miles East of Palmdale, CA. My Wife had gone into the tent to go to bed, and I stayed up for a while to sit by the fire. It was a warm, clear and windy summer night. I couldn't see much outside of the circle of light from the fire.
As I was sitting in a lawn chair poking the fire with a stick, a white object moved into my peripheral vision from behind and to my left, about 20' away and 10' off the ground. I jumped up and nearly fell into the fire while fumbling to get my 357 out of its holster.
Within a few seconds, I identified this 'UFO' as a plastic bag blowing in the wind.