Close Encounters of the Planar Kind

Plot Description
While wending their way toward their next daring escapade, the party hears a loud noise and look up to see a great shape flying through the sky. It is constructed much like a cyclopean cube, but it's sides seem to bulge outward and thrust inward as though it were breathing. While the others are busy watching the 'strange meteor', one of the PCs disappears.

There is no trace whatsoever of the missing party member. But six or seven hours after his mysterious disappearance, the adventurer is back. Although he has no recollection of what happened, there are some strange scars on his body.

Life seems to return to normal, until, that is, they sleep. The one who went missing will sleep calmly through most of the night, but at about midnight he will have a disturbing dream. In his dream the PC is strapped down to a table and goblins are standing around him wearing long white coats and murmuring. As he looks on, one of the goblins takes a strange instrument and presses it up against his neck. He feels a stinging pain, and then wakes up.

The same dream will return every night for a while before fading away into memory. The scars on the party members abdomen, back, and face will remain longer though.

Also, from when he disappeared on, the character will experience a couple of side affects. Firstly, every time he bends over too far (i.e. trying to touch his toes) the PC will experience great pain in his lower back. Secondly, he will forevermore possess an indescribable, irrational fear of all things goblin.

Secrets
None shall know what that flying object was, and that is probably for the best. However, it can be known that the character who disappeared was, in fact, abducted by the lab-coated goblins that inhabit the object. Once there, they strapped him down and did a series of physical and mental experiments on him. The scars on the abductee's body are grim testaments to these experiments. The pain when the PC bends down comes from a metal instrument that the goblins accidentally left in his back (they are goblins after all). Once they were done, the goblins brainwashed the PC into forgetting everything and gaining his goblinophobia.

Expanding the scenario
Just because the flying object vanished from the sky does not mean that it will never return. I would not put it beyond a crafty GM to bring back the goblin conspiracy over and over again just to infuriate the players (although it would be a little mean).

Another way to expand the scenario would be to suggest to the players that maybe the goblins are up to something. Perhaps this is but the first of many such objects trolling the skies.