Maybe everybody start carrying your BEST camera around with you. Take a moment to learn how to use it, especially how to use manual focus if that is an option. If you see a UFO, tape it the entire time it is visible, especially stay on it until we see how it leaves or moves out of sight, as that can be really important. While shooting, spend about half your time zoomed in, and half zoomed out for wider shots with foreground items or other objects in the sky, like planes or something. Do not use digital zoom, as this does not capture any additional detail but does create artifacts that can render the image worthless for trying to learn about the object. If you zoom way in, and your autofocus has a stroke and blurs the UFO into a wavery indistinct blob, zoom back out a bit until focus locks in again. There is no information in out of focus footage at high zoom, there is at least something in lower-zoomed footage that is in focus. (And again, if you can do manual focus on your camera, use that.)
Hold the camera steady – this can be tricky at high zoom, but it will help to place your elbows against a car or other solid object; practice this with your camera in advance. As you are shooting, describe and sounds you are hearing, or even just what you are seeing by eye, as this info may not all get captured by the camera. If a friend is with you, ask them to pull out their phone or any camera they have and shoot video as well. Makes sure you note time and date and where you are, and which direction(s) you are facing.
IF it happens you are seeing a plane, or a military drone, or something, under unusual conditions, that will be made more clear by gathering all this info, but that's OK because IF you are really seeing something "out of this world," it will be easier to RULE OUT planes and normal stuff, and you have a better chance of capturing some details or info to maybe learn what they really are.