I really like UFO sightings and it's a well known joke to say they are just strange weather phenomenons, but that's probably the truth the majority of the time. Weather is weird and there is a lot we still do not know about it.
(https://spaceweathergallery.com/submissions/pics/r/Roger-Spinner-spinner1_1565844559.jpg)
These are Red Sprites. This is a real photo taken just over a week ago (source (https://spaceweathergallery.com/indiv_upload.php?upload_id=155532)). As Wikipedia puts it, sprites occur in the upper atmosphere above thunderstorms.
(https://upload.wikimedia.org/wikipedia/commons/c/c4/Upperatmoslight1.jpg)
They look freaking weird and weren't discovered scientifically until the 20th century. Lots is still unknown about them. Here's a video showing more about them.
A much more elusive weather phenomenon is ball lightning.
(https://upload.wikimedia.org/wikipedia/commons/9/97/Ball_lightning.png)
It's weird and essentially nothing is known about it so here is wikipedia. (https://en.wikipedia.org/wiki/Ball_lightning)
So I'd say there is still a lot we need to learn about our weather. What are some things you all think still hold some secrets here on Earth?