In ABC's "V," a rich source for those who like to speculate on alien realities, the Visitors arrive in very large space craft. Some critics think that such arrivals could not happen without our noticing. However, we Earthlings already are working on cutting edge stealth technologies that address making objects invisible to various frequencies so it is not far-fetched to think that an even more advanced alien species would have perfected such technology. (Do these critics not have access to Discover, Scientific American, Science News, Discovery Channel, or the Science Channel?)
For me their arrival presents a different problem involved with first contact. After 9/11, and after watching movies like Independence Day and District 9, surely an advanced race would realize arriving in large ships unannounced to a jittery planet would be a monumental faux pas. Maybe early in the universe, the first space explorers made such faux pas, but it seems logical that they learned that one needs to study another planetary species carefully, learning their culture and language before contactLost in Space Translation (and You Thought Learning Klingon was Hard...)
But learning the culture and language of another world is fraught with incredible difficulties. Aliens that perceive the world differently than we do (live in a water world with heavier gravity, no land masses, and circling a binary star for instance), who use a different means of communicating (communicate via light, or electromagnetism, for instance), and have a different physiology and psychology (asexual, cold-blooded, egg-laying, creatures that feed by sucking the fluids out of other creatures) would have very different frames of references than we do.
And since our words have connotations, and we tend to use idioms and tropes (such as metaphors), an alien would need to understand not only our alphabets, syllabaries, and pictographs, but they would have to enter an strange world more foreign to them than our alien (to them) planet: our minds - what makes us tick.
Think about how difficult that would be. Imagine how difficult it would be for a sentient creature that communicates via light and can see the color blue, a color to which it attaches an emotional sexual connotation, describe that color and convey its connotations to an alien sentient creature that is impassively asexual, blind, and communicates via sound. This goes beyond "lost in translation."
The Internet and World Contact Day
Thus, an alien species, from "neighbors" saying hi to those bent on being our overlords, would likely put long effort into studying us secretly at first: learn our languages and try to decipher and understand our culture, traditions, and psychology. Although, with the advent of the Internet, we've just made the job not only easier, but so much more fruitful - they can gather so much intel from afar by just tapping into our Internet via eavesdropping on our satellites. Maybe we've hastened the arrival of World Contact Day. Time to learn The Recognized Anthem Of World Contact Day: "Calling Occupants Of Interplanetary Craft
Image credit: 1. 20th Century Fox 2. A&M Records