It seems that many aliens are aware of what they are. They know that they are aliens. For the aliens that have morphed into a human being. They would have the appearance of a human being too. However, if the alien seems to have trouble socializing or understanding the things that are done on Earth, then they would know that they weren’t born on Earth.
They were most likely born on another planet where things are done differently. One way to know if you are an alien or not is by thinking back to everything you have done and think back to as far as you can remember. I believe that if you were an alien, you would remember something about living on another planet.