American fighter pilots generally coming back from missions in Central Europe, would spot these huge spherical lights in the sky – either at the wingtip or behind the plane – that would follow them passively. They wouldn’t menace the pilots and so they weren’t sure what their purpose was but they assumed it was some sort of Nazi weapon. That’s not the case and it later transpired that the Nazis also saw these lights.
There was a massive debate about it. In 1938, there was the famous Orson Welles War of the World’s radio drama, so there was probably excitement about the possibility of extra-terrestrials. On the other hand, they’re in the middle of a war. They’re going to assume that this is possibly a weapon.