In the article, Dave Grohl mentions that since childhood he's had recurring dreams of aliens and spaceships. Below is a quote from the news article.

What sleep Grohl does manage to get tends to be overstuffed with dreams. Since he was a kid, heís had recurring, not-unpleasant, real-seeming ones where aliens take him away in spaceships, which is the real reason he named his band after a World War II-era nickname for UFOs, and called his label Roswell Records. A psychic once told him the abductions werenít dreams at all, which is weird, but maybe she was attempting a metaphor for Grohlís actual escape from the orbit of ordinary life.