Thargoid
The Thargoids are an insectoid alien race who are said to originate outside of known space, perhaps existing in a parallel universe or spacial dimension. Thargoids are the one of two known sentient species in the galaxy (the other being human), although artifacts of other races have been found. Of course a lot of the galaxy remains unexplored so there may be races not yet discovered, but we should expect them to be quite rare[1].
They are very hostile and aggressive and have not been interested in diplomatic relations to date.
Frontier Development staff have previously commented that all Thargoids are female [2]
It is not known what role they will take in Elite: Dangerous, but we can be sure they will be there[3]