Blue Spheres

''We are the old ones. We left our marble cities long ago and went up to the hills. Once we had bodies such as yours. Then we learnt to free ourselves and sought the outer look of the globes. We had lived in the winds and skies since then, apart from those we left behind. How we came to be has been forgotten but we shall never die. We have put away the weaknesses of the body and lived in the grace of that being whom you call GOD. We covet no ones property, we don not steal, not kill, not lust, not hate, we have left sin behind. We thank you for the thought of building us a church, but we have heal, for each of us is a temple to himself, build your church, mind your own kind and cleanse them, we are in peace.''
This is how the glowing blue spheres introduce themselves to Father Peregrine in episode 2, after saving his life twice! So I am guessing the were martians before they became glowing spirits.