It's an interstellar comet, specifically the 3rd one we've ever observed. Hence the "3I" in the name.
This
article gets into a bit of why it's so important, but the tldr is it lets scientists get an idea of how other solar systems formed, based on the composition of the comet We've only managed to track the 1st one in 2017, so this is a very new area of research.
The alien idea comes from the fact that interstellar objects have been thrown from their solar orbit of origin, so something had to have gave them inertia to overcome that gravitational pull.