What is the difference between extraterrestrial and alien in terms of the usage of these two words?
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Extraterrestrial very specifically refers to something which is not from planet Earth. Alien is a more general word which can be used in many contexts.
Not much. They are essentially synonymous.
The only substantial difference is that, in addition to referring to a being or creature from outer space, alien can also mean a foreigner, someone who isn't a naturalized citizen (noun) or odd, distasteful (adjective). Extraterrestrial doesn't have these additional meanings.