What an interesting question!!
Let me start by saying that the bible says nothing about aliens at all. Christians are free to believe in them or not believe in them as they see fit. It is not is central belief of Christianity so whether they exist or not makes no difference to validity of the Christian religion.
You are right in seeing God as not part of this world - as being an alien by your definition - yet he has an immense concern for it and us (humanity) in particular. He created us and is so concerned for us that he entered into this world and shared our experience of life as a human being. This is who Jesus is. Jesus is God’s son who came to the world as a human being, walked amongst us and showed us who God is and what he is like. He died on the cross and rose to life again to open the way for us to know God. He now offers forgiveness and the chance of a restored relationship with God. You can find out more about this by looking at http://www.christianity.net.au/god/
It is important to understand what Christianity is about because one day God will hold you accountable for the way you have treated him. Nobody has treated him as he deserves and so we all face his anger and judgement. But in Jesus, He offers you the opportunity to seek his forgiveness for the way you have treated him and be reconciled to him. So be careful how you consider the claims of Christianity, talk to your friends and find out about it. For if you reject it, you will have no leg to stand on when you face him on that day.
Your friend in Christ