If you go look at this site, you'll see, near the middle, a list of "symptoms" that the authors use to describe being abducted by aliens. For ease, I'll quote those here:

1. "Waking up paralyzed with a sense of a strange person or presence or something else in the room." 2. "Experiencing a period of time of an hour or more, in which you were apparently lost, but you could not remember why or where you had been." 3. "Feeling that you were actually flying through the air although you didn't know why or how." 4. "Seeing unusual lights or balls of light in a room without knowing what was causing them." 5. "Finding puzzling scars on your body and neither you nor anyone else remembering how you received them or where you got them."

When I initially started writing this, the post quickly became exceedingly long. So I've decided to break it up into five parts, for the sake of being concise.

First of all, a disclaimer: Personally, I do not believe that aliens are secretly visiting our planet, abducting our citizens, and carving out crop-circles in our fields. For any technologically advanced species, those above actions seem very contrived and, frankly, idiotic. If they were to have the technology to come here in the first place, they would quickly realize that we do not have sufficient technology to fight back. They would most likely be able to take us by force and, therefore, doing things in secret would seem exceedingly stupid. However, if they merely wanted to observe us, well... that could be possible, but until good evidence is put forth (that is not obviously photo-shopped, or some blurry picture of lights in the sky) I highly doubt it and will continue to remain skeptical.

However, this is not the only motivation for me writing my post. My first and foremost motivation is the fact that these symptoms are simply ludicrous. For this first part, I'll be dealing with the first statement: Waking up paralyzed with a sense of a strange person or presence or something else in the room.

The very first thought to come into my mind when reading this was sleep paralysis. The medical definition of sleep paralysis is strikingly close to what the very first symptom is. Most noteworthy is this:

The symptoms of sleep paralysis include sensations of noises, smells, levitation, paralysis, terror, and images of frightening intruders. Once considered very rare, about half of all people are now believed to experience sleep paralysis sometime during their life. (Emphasis mine)

Here is a first person account of someone who experienced sleep paralysis as a teenager. This post is well-written, and the author talks about how he believes others who have experienced sleep paralysis could easily be led to believe that they have been abducted by aliens.

I think he makes an exceptional point when he talks about sufferers of sleep paralysis who go to therapy frightened because they do not fully understand what is happening to them. In such a frightened state, people are more suggestible and can therefore be more likely to "remember" an event which may not have happened. I think the more important thing here (since I'm interested in personality and how people perceive themselves and the world, and how they come to be who they are) is that they dredge up this false memory of being abducted by aliens and having horrible things happen to them. This is definitely one way of coping, especially when one does not fully understand what is happening. During sleep paralysis, the person is terrified because they cannot move, and they may feel a menacing presence because they feel so vulnerable. Therefore, creating a false memory is not an entirely surprising reaction (and it may even be indicative of something else entirely going on with the person -- and not necessarily a "mental illness").

Another interesting facet is that people who wake up and are paralyzed were just about to come out of, or were about to go into, REM sleep and the brain and mind prematurely disconnect. Your body disconnects to an extent from the brain while in REM sleep, effectively becoming paralyzed, to prevent the physical enactment of dreams. Sleep paralysis is a premature disconnection of the body from the brain right before entering, or exiting, REM and the person wakes up. That can be completely scary.

There is a ton of information about sleep paralysis. Simply googling it gives some good, immediate results. The wiki on it (linked above) also has some good reference links at the bottom for those interested.

I will give the author some credit, because they do state that survey participants qualify as abductees only if they met 4 of the 5 requirements. But my job here is to show that even if someone were to meet 4 of these 5 requirements, that does not necessarily mean that they could be an abductee.* Despite that qualifier, the first symptom is not a very compelling one.

Edit: For the sake of clarification, and so my personal stance cannot be misunderstood, I thought I should add an additional statement about what I believe. The chances of there being extra-terrestrial life beyond Earth are pretty good. Outrageously good. However, the chances of extra-terrestrial life making it here to Earth? Not so good. I firmly believe there is at least one other sentient species out there. But unless they are within 20 light-years, have exceedingly long lives, a strong sense of curiosity, and flexible natures -- I doubt they'll be coming here any time soon. And I doubt they'd come all this way just to poke at us.

*I cannot say that these people have not been abducted; but, as I have already stated, I remain highly skeptical of such events and would most likely conclude that the person had not been abducted unless presented with very compelling evidence -- anecdotal evidence would not be enough.