I've had similar feelings, though I didn't really think of myself as an "alien", per se. I've always thought of myself as "special", though, and tried to find reasons to believe it. I don't mean "special" by the "special olympics" definition. I've actually got a master's degree in computer science, and am working on a PhD at the moment, so I'm certainly intelligent enough. I'm sure most people try to find reasons to believe they're special, though, so that's not really very unusual. I guess the concept I've most struggled to understand in life is "assimilation". Makes NT's sound like the Borg, eh?
I remember being perplexed by things like new students entering my school (it was small, so new students were a big deal) and being more accepted by the rest of the class several weeks into the year than I was, when I'd been there my entire life. It seemed vastly unfair, and I was a little jealous of them, but it didn't really cause me distress. If I'd known then what I know now, though, I probably would have been distressed. Ignorance is bliss, eh?