This references a longstanding myth involving Grand Theft Auto: San Andreas and also foreshadows the post-game mission The Last One.
Shooting it does nothing and it abruptly disappears after a few seconds.
If the player zooms in on the thermal heat dot on the bottom right, it appears to be Bigfoot standing still. The alien frozen in ice under the bridge in Ludendorff, North Yankton. The player is able to drive down an embankment and onto the ice.
