*****I am well aware that at this point we have literally 0 evidence that holds up to scrutiny, this is more of a "just for fun" thread*****
I'm not convinced that it's true that "we have literally 0 evidence that holds up to scrutiny" if "we" means 'humans in general'. I'm more inclined to say that
I haven't seen any evidence that convinces me that any of the more exotic claims about unfamiliar things appearing out there are true. (Things that seem unwelcome to many people. Why that is, is an interesting question.)
I like to, from time to time, look up the different monster, alien, mermaid, demon, etc sightings and what not just for fun. And in doing so I see in myself (and I just assume most others share this as well) a disbelief of any evidence that would be considered "strong" almost immediately.
I usually (but not always) tend to feel that way too. I say 'usually', because some 'monster' claims are cryptozoological, and not all cryptozoological claims are biologically outlandish. It's almost certain that there are many undiscovered species out there. On land, most unknown species are probably small, new species of insects and small creatures on that scale. (New bird species are still being catalogued.) But when we turn to the oceans, we can't really be sure what large and exotic creatures might exist down there in the depths, normally unseen by man.
That being said, I give reports of most of these things (mermaids, demons, appearances of the 'blessed virgin', ghosts and so on) very low initial probabilities of being literally true,
as reported. That's because they don't conform with my world view, they don't have any place in the world as I conceive of it. But I recognize that's a bias on my part and how I conceive of the world isn't a 100% reliable criterion as to what can and can't exist. I believe very strongly that reality has the power to surprise me. It's just that I think that the surprises are going to be less likely than the world continuing to behave as it typically does.
I say 'as reported', since many of these things have a large interpretive component that makes what may initially be ambiguous anomalies into the things that they supposedly are. That's especially obvious with ghosts (spirits of the deceased), ufos (alien spacecraft) and religious miracles (signs from God).
So my question is, how do we actually find evidence that is solid but yet believable? (assuming any or all of these things are real).
If the claim concerns monsters, capturing one live or acquiring the dead body of one would count. A zoological specimen. For mermaids (who seem biologically unlikely by their nature) there would need to be a living or deceased specimen too. I'm not sure what would convince me regarding ghosts. Evidence would be evidence of an apparition, leaving open what the apparition is.
Regarding ufo aliens there would need to be some evidence that speaks not only to the existence of anomalous sky-sightings, but to what is causing them. Physical aliens and a physical space vehicle would be pretty convincing. Communicating with them and hearing their account would be good information, even if what they tell us isn't necessarily true. I still like my time-traveler hypothesis, and acquiring a crashed saucer and its deceased pilots, and subsequent examination of their biologies, the saucer's contents and the vehicle's drive mechanisms might help us distinguish space travelers from temporal travelers.