When did people first see aliens?

I'd say if aliens actually exist, then since the dawn of man with how many sightings are claimed even in today's skeptical times.

If you're asking for when did people first see "aliens" in the literal sense of people actually thinking it was an alien they saw and not an act of one of their mythological Gods, I'd say since the dawn of the scientific era.

I suggest you look up the origins of the term "Alien" when referring to extra terrestrial beings and the origins of the idea of living beings beyond our planet, and the source and/or beginning of that would be your answer.