I always feel bad for the researchers that discover these. On one end of the spectrum of possibilities, you have a boring glitch that's explainable by some sort of new solar flare. At the other end you have signals from the alien empire of ZZYYKK proclaiming themselves as our supreme overlords. There's just no way to win here.
Edit: To be fair I guess it is cool to be able to peer into the vast unknown and discover new phenomena. It's just not a job that I think I'd want.