You're probably not nuts. However, just because a lot of people apparently see the same thing doesn't mean the same thing was there.
Psychologically, when a group of people are confronted with an unusual stimulus, it's very common for the individuals of the group to quickly
communicate with each other and form a quick consensus. We're social animals, after all, and this can be a consequence of that.
In a lesser form, it's like when you and your friends go see a movie that isn't a standard Hollywood tale. You'll pretty quickly confer to discuss
your impressions of it, and often reach an agreement about it either being good or bad, even though when you left the theater you might not have felt
one way or another about it.
This kind of consensus building works for any group of people, and can actually change your recollection and perception of something retroactively.
You might see a flying saucer. The rest of the group might see an flying egg. If the group is persuasive, you might re-think what you saw to the
point where you actually remember a saucer. There are tons of social-psychological studies detailing this behavior, and it's actually quite
fascinating.
Still, there has to be some kind of stimulus involved. So something happened. But it's really hard to tell exactly what, even if everybody agrees
on it.