If you're getting Mount Chiliad (Grand Theft Auto V) flashbacks, we apologize. Unlike the agonizing UFO easter egg hidden in GTA 5 and its Online counterpart, that could only truly be solved years after release due to clues and solutions being added via updates, Red Dead Redemption 2 has a UFO easter egg you can encounter right now.
It simply takes a bit of travel.
Instead of a gargantuan web of interlocking clues that must be deciphered by digging into the game files, it doesn't take too much detective work to meet the aliens of Red Dead Redemption 2. The only written clue you need to find literally tells you where to go, with the only thing left to be figured out is what to do there.
To trigger the first part of this easter egg, you need to visit a small decrepit shack by a pond. You'll find this prime piece of real estate between the N and O letters in the Hanover part of the New Hanover caption on your map. It's situated a little north of the letters but the trail leading to it is right between them so you can't miss it. It is tiny, so maybe zoom in on the map if you have difficulty pinpointing it.
Here, you'll find all kinds of quaint items and indications of something sinister being afoot. A bunch of dead cultists is the main giveaway that there's something to uncover here. Make sure to loot the cigarette card set, then pick up the "Mysterious Sermon" note. You can find it by the fireplace. The text of this note will lead you to your next stop.
The note also has a slight Epsilon Program hint to it. Maybe the worshippers of this "Kuhkowaba" are proto-Kifflom cultists? It has been confirmed that GTA and Red Dead take place in the same fictional universe, just in different eras, so this is possible.
You'll be directed to "the peak of Mount Shann". Clear a clue as any, you need to travel to a point a lick south of the S in the West Elizabeth caption on the map. Ride to Strawberry, then go a bit northwest of the town. At the peak of the mountain, you'll find an odd stone circle. The game doesn't make it clear how to proceed. All you need to do is walk around the stone circle. It isn't clear whether it matters if you do this clockwise or counterclockwise, so do both just in case.
Once you're done doing your rounds, head back to the shack where this all began. It is key that you return to the shack during night time for this easter egg to trigger. When the conditions are right, walk into the shed. You'll know you succeeded if a green glow appears around you through the roof slits. You'll be able to see the UFO for a short while, either through the holes in the roof or unobstructed if you run out quickly enough. The flying saucer will zoom away swiftly after so it's easy to miss.
Unfortunately, the aliens don't abduct Arthur in a short cutscene or something, depositing him randomly in the map a few days later. It would have been neat if we saw a short scene of Arthur being beamed up, poked by the aliens - possibly the same ones as in GTA 5 - and then waking up in a compromising situation with a minor upgrade to a core or something. Alas, a short glimpse is all we get.