Try restoring your defaults. Click the sub-menu under the “Settings” tab (click on the little rectangle at the bottom of the tab) and click “Restore Defaults." If that still doesn't work, try closing WorldWide Telescope and then restarting it.
These "UFO's" are created by the processing of the data and images. They are likely caused by internal reflections of the telescope. They are not real objects, just a projected image from the telescope.
The streaks and lines that appear in WWT, but are not astronomical objects, are usually imperfections in the imagery of the telescopes. Many line segments are the result of things like meteors, aircraft, and satellites. Meteors usually show up as lines with pointy ends and a brighter middle, and are sometimes green. Satellites can present as dashed blue lines. Aircraft lines are usually fairly solid and uniform, but sometimes wiggle a bit from turbulence in the air. White lines are often "seams" between images.
There are different kinds of nebulae. It is important to distinguish between nebulae that form stars and nebulae that stars form when they die. For example, the Orion Nebula is a region that is forming new stars, but a planetary nebula is the death of a star.
The image of the universe as a bowtie is misleading. The Milky Way is at the center of this bowtie, and the "missing data" is in line with the plane of our galaxy. We cannot observe these areas because there are too many stars and too much gas and dust obscuring our field of view. This creates the bowtie shape.
The SDSS data in the 3D view have an hourglass shape because galaxies in the plane of our own Milky Way were excluded from observation - too much "gunk," or gas and dust, in the way. If you orient the SDSS galaxies, so it looks like an hourglass, you can then zoom back in and show how the missing wedges align with the plane of the Milky Way. This is not what the universe looks like; it simply represents where we were most easily able to take the data to create the map.
To create a tour, you first go to "Guided Tours" and click on the sub-menu (the little rectangle that appears at the bottom of the tab) and click "Create A New Tour." Then, enter a title and other information for your tour (which you can edit later). Then you are ready to get started!