A being from outer space generally comes to Earth either to observe and learn about us or to help guide us (or just get stuck here) and must keep his true nature a secret. A good opportunity for Mr. Exposition to make his presence felt as the alien often needs everything explained, or describes the situation for others of his kind who might share his curiosity. A lot of comedy can be drawn from the newly landed alien having No Social Skills. If the main character is from our world (or one close to it) and the setting is another, that's Trapped in Another World.