Also, now that I think about it, without that opening spaceship shot I don't think there's any kind of explanation anywhere in the film as to where the Predator comes from. No one ever refers to it as an alien or speculates about its origin. Am I right?
There's only this:
Anna : When I was little, we found a man. He looked like - like, butchered. The old women in the village crossed themselves, and whispered crazy things, strange things. "El diablo cazador de hombres". Only in the hottest years this happens. And this year, it grows hot. We begin finding our men. We found them sometimes without their skin... and sometimes much, much worst. "El que hace trofeos de los hombres" means "the demon who makes trophies of men".
It seems obvious to us now, but in 1987 maybe John McTiernan thought he owed the audience a definitive answer to that question.