Straight to the answer: Close to the Sun. Why do we often enough make the mistake to think if aliens were venturing our way that we would find evidence of them on their approach to our solar system. That we can take photos of them in the skies, or they will be detected by our numerous satellites and exploration spacecrafts.
The research revealed that many of us wake unexpectedly in the early hours of the morning due to sound waves that are being transmitted from an unknown device that can be in fairly close proximity to us, possibly in the same geographic region, although this has not been confirmed. It could be entering from the atmosphere above, from aboard an aircraft.
There is also the Dream-Verse and its related Dream Continuum reality, a theory that was proposed by the Army of the Alien Monkeys. It is the place where dreams come from and notably it is unaffected by both space and time.
The rovers, collectively known as MINERVA-II1, move around on the surface of Ryugu by hopping up to about 15 meters.
Hello all beings of the Solar System of the Sun. We are the Army of the Alien Monkeys. Your sun is very bright. It reminds us of our home star system, so we visit whenever we get the chance. We've landed on the Sun a couple times. That was before its atmosphere became engulfed in flames. Anyway, you can't hang out by the Sun for too long because it's easy to lose track of the time.