Heavenly, but nobody knows what it is! (3)

I believe the answer is:

ufo

I'm a little stuck... Click here to teach me more about this clue!

But I can't explain it at all! Could you help me understand?

(Other definitions for ufo that I've seen before include "Strange sighting in the sky, in short" , "(Possibly) alien craft" , "Airborne enigma" , "ET transporter?" , "Something mysterious" .)

Want a hint initially instead of a full solution? Install my app