Someone killed Chris(kurisu? kris? w/e) at the very beginning. When Okabe sent a text to tell the guy back at the lab about it, he had been microwaving something or something, which inadvertantly caused the text message to go back into the past. This then changed 'something,' causing them to shift world lines into a world where Chris didn't die. Since Okabe is the only one who retains his memories after a world line shift, he's the only one who remembers she had been killed.
No idea about the flying saucer thing though lol.