I didn't really think too much about the fact that it was about aliens. I was intrigued by that aspect of it, but I was more intrigued by the relationship between Mulder and Scully, and how intelligent this woman was, and that she would stand up in the face of his intelligence and feel comfortable with him.
On her first impressions of The X-Files — reported in Betsy Pickle (June 19, 1998) "Scully's strength is Anderson's inspiration", The Knoxville News-Sentinel, p. T11.