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I don't really have a 'belief', but my personal theory is that most sightings are misidentification of something normal (let's say 95%), followed by sighting of experimental or test aircraft (4%), followed by something closed system (ie terrestrial but unexplained - .67%), followed by extraterrestrial or extradimensional.
And I don't think any government has any real clue what's going on. Which is why I think the US in particular is so secretive: they don't want to admit the existence of things in our skies they have no control over and very little understanding of. Which is another reason to promote disinformation, I would suggest. Better to have people believe they're in contact and in control.
I have next to no interest in ghosts or spirits or demons, but my pet theory there is that places can in some inexplicable way record echoes of people or events. It's an exceedingly rare phenomenon based on the simple fact that we're not overrun with apparitions on a daily basis.
Cryptozoology is interesting but there's not a lot solid there, either.
Maybe my second favorite area outside of UFO lore is lost history. It's one of the rare times I will say I believe something, that being that human history goes much, much farther into the past than acadamia accepts, that a lot of what we think we know is simply wrong, and most tenured members of academia actively dissuade the study of this. Although I think that's changing with younger academics.
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