How serious is an impact like the 10/2017 Delta Airlines suspected bird strike?
Bird strike happens all the time - almost on a daily basis. See avherald : there are 9 instances of bird strike in the past 7 days at the time this answer is written. Usually it is ingested into the engine (which usually turns out to be a non-issue), other times it impacts the cone or leading edge of the wings or knocks off a pitot tube.

While a few incidents make it to mainstream news from time to time, bird strikes are a common occurrence in the aviation industry. It is an unusual situation, but not a dangerous situation if the pilots handle it properly.

How severe if it collided with the windshield? The windshield is tested against this type of impact during certification. At worst the outer layers will crack, and the pilot will execute the landing using the "cracked windshield" procedure (Yes there is a procedure written for this scenario).

A note about the UFO: technically it is an UFO, an Unidentified Flying Object. It could be a bird, a drone, weather balloon etc. Examination of the impact area might reveal what the object was.