Where exactly do Extraterrestrials come from. Is it another reality or dimension or is it another planet in another star system?
So far, they have only ever come from someone's imagination. There are NO proven instances of any extraterrestrial being coming to the Earth.
ET's are actually us from the future.[They mis calculated their return coordinates
Extraterrestrials DO NOT come from Anywhere, because they do not exist.
Depends on what stories you believe. So far, no such creatures have openly declared themselves and told us, publicly and uncensored, so we cannot know for certain. So, people pretty well speculate or claim whatever they want or believe. Sometimes they don't even care if they tell us contradictory stories (from orion's belt, zeta reticuli, other dimensions, living inside the earth, time travelers, all in the same breath). You ask a question for which there is no certain answer. Even an open question as to whether such things even actually exist, never mind where they are from. Extra=not from or outside, beyond; terrestrial=(of) earth. Not from earth. Rules out time travelers or subterranean beings like reptilians or ant-people but people who worry about this stuff don't quibble over details like that.
Anywhere that is extra-terrestrial, which simply means 'outside earth'.
Who knows? We'd have to find one and ask them. Of course, its possible theres multiple types of ETs that come from different places. Theres evidence to suggest the classic greys come from Earth's future, but this evidence is completely substantiated