To back up your belief in the existence of non-Earth races, the first step would be to convince yourself scientifically of the existence of a parallel world which might be inhabited by them.
It seems fairly certain that there is a parallel world, to judge by the "inconstant islands" which have been recorded by navigators of standing in the past, were visited physically and then disppeared for years, maybe for centuries, only to reappear in exactly the same coordinates.
The National Socialists in Germany believed in such a world peopled by a race endowed with mental powers greatly in advance of humanity and they were hoping to establish contact, but ultimately it is more likely that the Nazis discovered the other world claimed by Admiral Doenitz, "the impregnable refuge for the Fuehrer" and the survivors have used it subsequently.
It must be doubtful that such an advanced race would be interested in cooperating with the human race. This was best put by the Polish explorer Ferdinand Ossendowsky who forecast, based on his visit to a Tibetan monastery in the early 1920s, that "after the year 2011 there will be eighteen years of wars and cataclysms" terminating in the Apocalyptic Event after which "the peoples of Agartha will come up from their subterranean caverns and take over the surface of the world" which will be, I might add, awash at the time.
The air and waters in the Hidden World, as described by the Sufi mystic Tarjiband in Rumi Mathnavi, "has clouds and rain of a different kind", i.e. it is poisonous and condemns the inhabitants of the Hidden World to live their lives in undersea caverns which is why they will be taking over our surface world in 2029. That date is confirmed by the numerology.