Your question is interesting in a couple of ways:  First it presumes that aliens do exist and that everyone should or probably does believe they exist.  Secondly it assumes that there could be a dialogue between us and any aliens that may have visited our planet.

The assumption, that aliens don't talk to us, is sort of a contradiction to the first assumption that aliens have visited us. They may very well have talked to many people on this planet, they simply haven't talked to you or me.

Hope this answers your questions!