It'd affect all sorts of things in unforeseen ways.
Religion would take alot of unscrambling. Well, at least it should, there are still lots of Catholics out there who believe the sun rotates around the Earth, for example, so I could imagine lots of people putting their fingers in their ears and ignoring the issues for a generation or two.
What I'd like to know is, do aliens go to the same afterlife/s as humans? If, say, Jesus dies for our sins, did he die for alien sins as well? Or, is there an alien son of god? Should Catholics obey the words of Space-Jesus as well as the normal Jesus?
Or, if you believe in reincarnation, could you reincarnate on another world? Was I an alien in a past life?
Unfortunately, these question should have been answered already. If, say, Catholicism was the one true religion, then if aliens shared the same heaven and hell, we should know about them already. If reincarnation is true and you can find out about your past lives, people should know about their alien lives.