My name is Aylen and the only time someone called me alien was during 4th grade basketball. And we were making up nicknames so the other team would not know our identities. But I personally think it's a very cool name and nickname also you are most likely to be the only Aylen a lot of people know.
The stress should fall on the last syllable (same goes for the related name Ayelen). Also, the vowels in the first syllable ("Ay") are pronounced as in the word Shy, not as in the word May.