All you need is an internet connection and a strong desire to know what has been going for the last 100 years or so. If you want learn about ETs who were here thousands of years ago, check out Ancient Aliens.
The modern age for UFOs began at the end of the 19th century with a crash in Aurora Texas. This was well documented because there weren't any government agents around to create disinformation.
The main information about flying saucers and aliens come from whistleblowers and witnesses of crashed UFOs. There is a video on top ten whistleblowers and another on top ten UFO crashes.
Another way of contacting ETs is through channeling which leads to contacting aliens directly or gaining secret information on alien cultures. George Van Tassel in the 1950s was a prime example of an ET psychic. Some might consider him six parts science fiction and six parts new age religion.
Two of the men, I admire the most in ufology are Stanton Friedman and Richard Dolan. They both bring a great deal of common sense and practical experience to this subject.
There are also many fine documentaries on UFOs. Two of the best are "I Know What I Saw" and "Fastwalkers".
This phenomena isn't limited to the U.S. Russia has some good documentaries of their own. Russian researchers also wrote a book on the different kinds of alien races that have visited Earth.
There's even a documentary on the airforce base (Wright/Patterson) where crashed UFOs and alien bodies were sent in the 50s, 60s, and 70s.
If you'd like an overview of the UFO coverup over the last 70 years, check out "The Washington Disclosure Hearings In 2013".
Last but not least are fascinating human abduction experiences. My personal favorites are Karla Turner's videos on horrifying abductions. They are not for the faint of heart.
There is more material on UFOs than this, but I've tried to select information that would be the most real to the average person on the street.