Aliens are interesting because they make familiar human habits look contingent. A first encounter can expose the limits of a soldier, scientist, parent or investigator who thought the world was already understandable.
The watched observer
Begin with Predator. Its human experts have to learn that being skilled at looking for an enemy does not prevent them from being watched. Follow it with UFO Abduction, where recording an encounter provides a much narrower kind of knowledge than the camera operator needs.
A different scale of power
The Brain from Planet Arous takes invasion inside a familiar body. Starcrash turns alien worlds into a succession of visible marvels. Compare what each film chooses to conceal and what it immediately puts on display.