Knock
Not your conventional first contact story, but "Knock" by Frederic Brown is interesting. I don't have the ebook, but attached is an episode of "X Minus One", which was a radio series from the 1950's (yes, this is out of copyright).
The opening line of the story has to be one of the best ever: "The last man on Earth sat alone in a room. There was a knock at the door."
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