Having evolved beneath the stars, the Sun and Moon for centuries, the ancient sky-watchers were quite used to the cycles of the heavens, and no doubt found the regularity of their motion very reassuring in what must have seemed an alarmingly unpredictable world.
It must therefore have come as rather a shock to have something completely unexpected appear in the night sky - the mainstay of their stable world-view would have been turned upside down! The sky would surely fall on their heads! This is, according to a number of very old historical sources, exactly the sort of reaction that comets elicited, at least until we found out what they really were. We may have such an ingrained fear of comets for a good reason, though. It's not impossible that one hit the Earth in our distant past, and the memory of it has percolated through into today's legends.
A comet is a large ball of rock and ice, typically from 100m to about 5km in diameter, that orbits the sun with an extremely elliptical orbit. When it's close to the Sun it gets hot. Some of the ice melts and its water vapour and dust is lit up in the Sun's rays, visible as a 'tail' behind it, pointing away from the Sun. Because the orbit is elliptical, it means that the comet travels very quickly when close to the Sun, and very slowly when far away from it, usually out beyond the orbit of Pluto.
The most famous comet, documented by the astronomer Edmund Halley and popularly called Halley's Comet, appears in our skies roughly every 76 years. It is pictured in the Battle of Hastings portion of the Bayeux Tapestry, which means it was around in 1066, and it was also with us in 1985-86.
Comet Hale-Bopp came within less than a million miles of Earth's orbit in early 1997, but fortunately, the Earth was further along its journey round the sun, so it missed us by about 350 million miles. It did give a spectacular display, however, and its tail was clearly visible from the Northern hemisphere for a few months. Its orbit is very irregular compared to the other bodies in our Solar System - it's tipped on its side, and will probably not be visible to us again from Earth.
In July 1994, astronomers around the world had the chance to watch something that may never have been seen before, and probably (fingers crossed) will never be seen again. A comet named P/Shoemaker-Levy 9, named after its joint discoverers, wandered into our solar system and smashed straight into the side of Jupiter, with dramatic (for astronomers) effect.
The comet was first broken up as it entered the considerable gravitational field of the giant planet, which resulted in about 20 discernable chunks of about 2km in size. One by one, these huge rocks plumetted through the Jovian atmosphere at about 60km/s. Because Jupiter is a gas giant, and has no discernable solid surface, the results of the impacts were not as spectacular as they might have been, but they still created huge gas plumes thousands of kilometres high, and left dark 'scars' in the planet's atmosphere for many weeks. You can read all about it on NASA's website, which also includes some great pictures.
The implications of this are immediately obvious - what if it had hit the Earth instead of Jupiter? Well, for a start, you probably wouldn't be reading this...