Answer by taking a quote from the following article:

Sun Ra (born Herman Poole Blount, legal name Le Sony'r Ra; May 22, 1914 - May 30, 1993) was an American jazz composer, bandleader, piano and synthesizer player, and poet known for his experimental music, "cosmic" philosophy, prolific output, and theatrical performances. For much of his career, Ra led "The Arkestra", an ensemble with an ever-changing name and flexible line-up. Born and raised in Alabama, Blount eventually became involved in the Chicago jazz scene during the 1940s. He soon abandoned his birth name, taking the name Sun Ra (after Ra, the Egyptian God of the Sun) and developing a complex persona and mythology that would make him a pioneer of Afrofuturism: he claimed he was an alien from Saturn on a mission to preach peace, and throughout his life he consistently denied any ties to his prior identity.

Sun Ra soon left college because, he claimed, he had a visionary experience as a college student that had a major, long-term influence on him. In 1936 or 1937, in the midst of deep religious concentration, Sun Ra claimed that a bright light appeared around him, and, as he later said:  My whole body changed into something else. I could see through myself. And I went up... I wasn't in human form... I landed on a planet that I identified as Saturn... they teleported me and I was down on [a] stage with them. They wanted to talk with me. They had one little antenna on each ear. A little antenna over each eye. They talked to me. They told me to stop [attending college] because there was going to be great trouble in schools... the world was going into complete chaos... I would speak [through music], and the world would listen. That's what they told me.  Sun Ra said that this experience occurred in 1936 or 1937. According to Szwed, the musician's closest associates cannot date the story any earlier than 1952. (Sun Ra also said that the incident happened when he was living in Chicago, where he did not settle until the late 1940s). Sun Ra discussed the vision, with no substantive variation, to the end of his life. His trip to Saturn allegedly occurred a full decade before flying saucers entered public consciousness with the 1947 encounter of Kenneth Arnold. It was earlier than other public accounts: about 15 years before George Adamski wrote about contact with benevolent beings; and almost 20 years before the 1961 case of Barney and Betty Hill, who recounted sinister UFO abductions. Szwed says that, "even if this story is revisionist autobiography... Sonny was pulling together several strains of his life. He was both prophesizing his future and explaining his past with a single act of personal mythology."

What happened at the stage?
They wanted to talk with me. They had one little antenna on each ear. A little antenna over each eye. They talked to me.