Have you ever seen a UFO?
UFO is an abbreviation for "unidentified flying object", so anything you see in flying through the sky that you can't identify is technically a UFO. However, from the very beginning when Project Blue Book leader Edward Ruppelt presumably coined the term, it was associated with supposed extraterrestrials being seen visiting our planet. It is sort of ironic since it was meant to replace the term "flying saucers" for being too closely associated with extraterrestrial visitations, although there is also the additional factor that not all UFOs looked like saucers.
Given both meanings of "UFO" as an abbreviation for an unidentified flying object and as a sighting of an alien spacecraft, how should one answer when asked whether one has seen a UFO? If you have never noticed anything in the sky you couldn't identify, then the answer is an easy "no". But what if you did notice something in the sky you couldn't identify? And what if you're also a skeptic who doesn't leap to the conclusion that it's an alien spacecraft or something else just as fantastical?