So the first two are obviously jokey-jokes, but the last one is a real question that could have a number of answers that we just don't know yet.
The
Fermi Paradox is the one that states that since there are so many other stars with planets, literally billions upon billions in the observable universe alone, then surely there MUST be some that also have intelligent life. It also follows that there MUST be some that are WAAAAY older than we are. If that is the case, even if you use the most conservative numbers, it stands to reason that the universe should be absolutely teeming with life. Yet so far, we have found none. So where is everyone?
Some of the potential resolutions to this are the following:
1)
Intelligent life is incredibly rare - even more so than previously thought. It just is extremely hard for intelligent species to grow and thrive. So we could be the only ones or we are the most advanced ones so far.
2
) We don't have the right level of technology yet - Humans just have not invented the technology needed to communicate with other species yet.
3)
The Great Filter - Intelligent life HAS evolved elsewhere, but so far has all succumbed to some form of destruction. Either natural via meteor strikes or solar flares or self-inflicted such as nuclear annihilation. There is some event that is common to all species and so far none have survived it.
3a) The Filter event could also be another, malevolent species that wipes out all other life that pokes its head up.
4)
Alien life is just too alien - Maybe the other species communicate solely through telepathy or exist in the 4th Dimension beyond our ability to perceive them.
5)
Earth is quarantined - Intelligent life is out there and they've been watching us. For some reason, they do not interfere with our development. Maybe they are waiting to see how we deal with The Great Filter or there is some level of tech we need to achieve on our own before contact - a la Star Trek's Prime Directive. Or maybe they don't like us and have decided that we are not to be contacted.
This is by no means an exhaustive list, just some of the more common ones. I linked the wikipedia article above that goes into greater detail on all aspects. Personally, I ascribe to the "We don't have the right level of technology yet" theory.