It is far, far more frightening to consider we are all alone, given our modern understanding of scope, statistics, and molecular biology. Maybe we are all alone! But that's way more terrifying because not only are we alone, but it's just damned irregular from what we might expect.

Regardless of the truth, for practical purposes we are alone. The speed of light is far to slow on the scale of even the galaxy (must less universe) to do anything useful about any intelligent life that might be there.

I can't believe that we're alone, even if intelligent life is extremely rare, and life in general somewhat rare. It's a big universe.

Or is it just as terrifying to be First?