Frontier Development have given us the following quote when asked for comment:
We are currently investigating reports of unusual sightings around the Elite Dangerous galaxy, but we are otherwise unable to comment on galactic rumour and speculation.
Thargoids have always been a prominent "enemy" alien race in the Elite universe as far back as the 1984 original where they hid just outside normal space occasionally revealing themselves when players "misjumped", usually ending badly for the player.
In the sequel Frontier: Elite 2, hints they still existed could be found on planetary bases although no physical encounters ever happened. This changed in that games follow-up, 1995's Frontier: First Encounters where the fabled aliens finally had a major physical presence; even turning up in the game's introductory sequence wiping out all the ships in the sequence.
Ever since Elite: Dangerous launched there have been rumours and nudges by the developers that they were coming, with a variety of teases and ARG (alternate reality game) style puzzles in-game surrounding the Unknown Artefacts suggesting "something" was watching and gathering information. and finally, aliens are here.
An Xbox One player (Identifying as DP Sayre) posted clips of their encounter with the alien craft (not yet confirmed as Thargoid, but definitely alien) which was tweeted by Frontier Developments themselves.
A report just coming through that a CMDR has experienced something... strange. https://t.co/NJVhHWe4eB— Elite Dangerous (@EliteDangerous) January 5, 2017
The alien craft in Elite: Dangerous look a lot more organic than previous entries in the series although there is symmetry in the design, in line with how the infamous Unknown Artefacts look. It pulled the player from his original destination, leaving them in a powered down state before "scanning" and then leaving.
It also happened to YouTuber RagingTempist in this clip.
Little is known about the intentions of the aliens and Frontier are saying very little. One thing is certain, finally after all the subtle nods and winks aliens have returned to the Elite universe and that's definitely an interesting development.
The investigation is ongoing on the /r/EliteDangerous subreddit.