At least so far this isn't like an aircraft accident where any sort of automatic investigation is triggered. So witnesses will have to come forward individually. Those that do will be told they are crazy and given forced mental examinations. Do you want to go first?
ML/NJ
They would be unaware of any of that when it happened. It would just be a sudden unexpected large missile rising up from the sea. Many would be on the radio about it.
Now, the event is already public, so there’s no harm in describing what they saw, without making any claim about what it was.