Once this happened to me with a friend. We were staring at the sky when suddenly a progression of lights started moving quickly across the sky. At first I thought it might be a shower of large meteors about to hit us.

Later on discovered someone had just released a bunch of sky lanterns, something I'd never seen before: https://en.wikipedia.org/wiki/Sky_lantern

It can be tricky to judge the distance, speed and size of objects in the sky.