The alien is lounging on the beach. You actually can get to the UFO (you can also see it in the preview before you hit "begin"). Cross the wooden bridge by the red cliff house, then turn right to face the stilts holding up the house. Walk a few meters towards the water but don't walk into the water. Follow the waterline on your right, towards a tree. Pass the tree to where you'll find a "path" spiraling up and to the left around a larger rock. You'll have to make a few jumps to wind your way up the rock, then you'll be at the UFO