If you think your ancestor was dropped off by a UFO, look closely at those people with whom he associated in the first records you have found him in. Who did he first buy land from, if that's the earliest thing you have? Who witnessed his marriage, if that's the first record? Often (but not always), others on these "first records" knew the ancestor in the previous area of residence. There may be clues in those other names--research them as well.