Sports: Aliens would find the concept of professional sports quite baffling. They might be able to grasp the concept that people play games together because it's fun, it's a bonding experience, and it helps keep us healthy, but the idea that we have people in our society who get paid an obscene amount of money to throw an object back and forth between each other while wearing spandex, and tens of thousands of people causing traffic jams to come in and scream at them would probably be a bit much to take.

Classical concerts: People are on a stage, manipulating objects in various ways to produce a variety of sounds. Someone else walks on to the stage, the spectators use their hands to make another sort of sound, the new person on the stage then turns his or her back to the spectators and begins waving a stick, and the other people on the stage begin manipulating the objects in what might be a more organized way than before.

Office attire: Males generally tie nooses around their necks, possibly in case they feel the need to asphyxiate themselves during working hours. Females wear spikes on their feet which make it very difficult for them to walk, possibly to prevent them from running away during working hours. Supposedly, the wearing of torture devices in both sexes is considered a status symbol.

Science Fiction - Is that what they really think we're like? That's kind of...I don't know. Weird?

(On that note, how do aliens portray other aliens in their sci-fi stories? If they also haven't found a way to get to anther planet to see what the locals there are like, then, like us, what life is like on other planets is something they can only try to imagine.)