I've actually seen a UFO while training, alteast I think it was a UFO.
I was out of my building at 5:00AM to train like I usually did during the summer. I had circuit training planned for that morning, so I started with a mile warmup which ended at a nearby soccer field. 20 minutes later, I was half way done with my drills and calastics, but my lack of sleep(only got in 3-4 hours that night) influenced me to take a little break.
I decided to lay down on the ground and stare at the night sky as I streched. I live in the city so you don't get to see that many stars at night, but today the sky was lit up with dozens of bright stars. Right when I was about to resume the workout, a star caught my attention, not because it was bright, and not because it was big, but because it was moving!
I was curiosly staring at this little moving star for maybe 30 seconds. I then took my eyes off of it for just one second and it was gone. At first I thought it might of been a comet/shooting star, but it was going way too slow to be one and it also made a smooth 45 degree turn. I always wonder if it really was a ufo.