I've gotten asked a few times since I took up Astronomy whether or not I believed in UFOs. While I may have had a wishy washy negative in the past, after getting into amateur astronomy that became a definitive no.
Once you get a telescope and start observing, you come to realize a number of things. First off, there are many people like you looking up into the sky on every clear night. In the united states that number is in the 10s, if not 100s of thousands. After a couple weeks of observing you get a pretty good sense of the sky, and can quickly identify not only the major bits of natural structure out there, but the major man made pieces that show up from time to time. You can tell the difference between a high flying plane, a satellite, the space station, and the occasional iridium flare. After a year you have a mental map in your head about what should be up on any given night, including the planets that move around.
This understanding of the structure of the sky actually gives you a very good filter for anything that would be out of the ordinary. There are people that are scanning every night for that unusual, which is how they find new comets, asteroids, and even super nova with backyard scopes. In addition there are groups that by eye are measuring light fluctuations in variable stars, the most skilled members can measure to within 1/10 of a magnitude. There are tens thousands of people expert in finding the extra ordinary looking for it every night, and they are find it, but it's not space ships.
The #1 object in the sky that is misidentified as a UFO is Venus, a planet. It's bright (often the 2nd brightest thing in the sky besides the moon), and it's not in the same place every night, and if it's at the horizon it can look like it's popping in an out of existence due to the same reason you get the wavy lines above pavement on a hot day.
But the real root cause for this misidentification is a lack of understanding of the environment. Knowing very little about the sky, people just fill it in with hopes and dreams. The same effect makes people fill in their lack of understanding on plate tectonics to attribute it to government energy weapons, or pacts with the devil, depending on their inclinations. Or their lack of understanding of quantum mechanics to decide the earth is 6000 years old, or thousands of other things that people mistakenly think quantum physics means. It is a common recurring pattern with pseudo science. You can see it all over the place once you realize it's there.
Which is a shame. There is incredible splendor in the universe, both in the skies, on the ground, and in the microscopic, that there really is no need to fill the skies with UFOs to make them wondrous.