Imagine Gray aliens. Tales would speak of dead-skinned creatures who decended from the night sky on chariots that ride the wind making sounds like a thousand songbirds in a tornado. Soulless creatures that use wands that can kill or paralyze without a word.
Sure, the grays use space saucers, powered by Fly spells. Their ray guns fire Magic Missiles or Scorching Ray. When they abduct you, they use Detect Thoughts to read your mind, or Baleful Polymorph to perform their alien experiments on you.
While I'm getting good responses, I guess what I'm looking for is alien species at the same tech level as, say, the elves or the orcs on the fantasy world.
How then can I make a space alien still seem "alien" in light of all the fantastic creatures on the fantasy world, rather than "Another fantasy race, except on another planet"?
The setting I have justifies space travel without immense technology.How can they be "from another planet" without tech, in the first place? Assuming they have no magic, and that you keep on humanoid forms; failing my last assumption, you can try looking at some Cthulhu Mythos, like for.example the Mi-Go.