Well I don’t think anyone assumes we are the only thing in this planet. We are just one species out of many, and several more are still unknown and undocumented. If you mean about supernatural stuff, well that’s a problem for the people claiming they exist; it is they that should provide evidence about it.
But about extraterrestrial life, there are two important distinctions. One is if there is life outside of Earth, the other is if alien life has visited Earth.
The first one I think it’s very likely, given that the one galaxy alone is so enourmous and has so many stars and planets that it’s statistically possible that there are other planets capable of bearing life just like ours. But the second one about alien life visiting Earth is another matter; one that I don’t believe in since I’ve seen no evidence of such.