The very first picture from Curiosity on the Martian surface turned the internet upside-down because of an object that looked like an odd formation of some sort. However, the image was just a thumbnail, or a smaller sized image of the original to give viewers a glimpse of the original image, and the resolution was not very good due to the thumbnail's small size.
Because time was critical due to the pass of Mars Odyssey overhead relaying the telemetry and data before it went out of range of the rover, the smaller thumbnails were programmed to be relayed back to Earth, and only 2 thumbnail-sized images were transmitted before Mars Odyssey went beyond Curiosity's new Martian horizon.
However, later in the day when more images were sent from the rover's Hazcam, the formation disappeared. Almost instantly the internet was abuzz with hypothetical ideas as to what the phenomenon was, from dust cover debris to UFO's.
The leading theory, however, may be even cooler than E.T.
It is suspected that the object was a dust cloud caused by the crash-landing of the rover's "sky-crane" stage moments after dropping Curiosity onto the ground, and intentionally flying away to prevent it from colliding with the rover. It is believed that, as Curiosity was getting used to its new home and was snapping pictures through its Hazcams, it caught the sky crane slamming into the ground some 2000 feet away!
Once the higher-resolution image was downloaded to Earth, the image resembled more of a mushroom cloud and the direction of the camera coincided with where the sky-crane crashed according to images sent back from the orbiting Mars Reconnaissance Orbiter.
Now the big question is, will Curiosity take a detour to the site to see what the dust cloud might have uncovered?