Living in Roswell I see weird stuff over the tree line probably once a month and it never gets less unsettling, you just never quite shake that feeling of being watched after.
What colour was it? That's always the first thing I want to know. Red/orange usually means something more conventional in my experience but pure white or that weird blue-white glow is where things get interesting. Also did it make any sound at all, even a low hum? Because the silent ones are the ones that end up in the proper case files.
If you've got a phone or any recording equipment grab it next time, even shaky footage is better than nothing. I do EVP work and you'd be surprised what audio picks up that you cant hear in the moment. Post any footage here if you get it, this community is pretty good at ruling out the boring explanations first.