Ball lightning is a phenomenon that people have been seeing since the 17th century. It's pretty much like regular lightning except, you know, a ball.
Descriptions actually vary widely. It has been described moving in unpredictable trajectories (up, down, side to side) as well as moving through physical obstacles (sometimes without any effects, sometimes melting or burning anything it touches) and occasionally popping or exploding.
For a long time people thought it was fake, made up, because there was no physical proof etc, even though people had supposedly been killed by it (and plenty of people (including famous people like Aleister Crowley and Tsar Nicholas II) had reported seeing it).
Nowadays, it's considered a natural phenomenon, but with no real understanding yet as to what it actually is.
In some cases, they're able to recreate it in the lab, but whether that recreation is actually what happens in the atmosphere is unclear.
Some people think that a lot of UFO sightings may actually just be ball lightning, and that's probably true in a lot of cases of lights in the sky.
Have you ever seen ball lightning?