Yes we do. Heavenly Father created worlds that can't be numbered by man but they're all numberd to him. And these worlds or planets are inhabited by male and female children of God. Some planets are for pre mortal, some are for probation like earth, some are for prison and paradise, and some have already passed and received their glories whether Celestial, Terrestrial, or Telestial. See? Some are inhabited by creatures that are still in probation, some are inhabited by angels that constantly visiting planets like ours to give the gospel, and some are inhabited by Exalted beings or Gods that continuously populating the universe. Have aliens visited us? Definitely until now. Without their visitation there would be no Restored Gospel. Why there are grey alien that doesn't look like us? I don't know. God created us in his own image. But the question is; "Did the God of Heavenly Father created them in his own image?" If the answer is "no" then these countless Gods have different appearance.