Would we really care all that much if little green men showed up and they weren't trying to probe or abduct us? That's the premise in Tales From Dry Gulch, an anthology about a town where the saloon's piano player is from an alien planet. If you came in off the trail and asked "Why is this fellow green?" you'd be told because he's an alien from another planet. Then you'd reply: Does he take requests?
Of course he takes requests. The folks at Dry Gulch are friendly.
It's just not the way that relationship is supposed to work in most stories. Oh, he's green because he's from another planet. And he plays the piano. I'll have a glass of your local malt and maybe he can play something.
Of course the Martians in my novella Fallen Angel are not at all nice. They view humans more as food. Mabel Sanders is the only one who can communicate with them, so she's pressed into interpretation duty first by the Sioux and then by the United States Army. She can communicate with them as, being an angel, she speaks all languages. So, these green guys, you don't want to hang out.
I really like stories about little green men in flying saucers. These are but two of them you can order or download right now. See what you've been missing.