You're actually getting at the Fermi Paradox. Our solar system is quite young, as things go. Logic would suggest that life started on some distant world long, long ago. Presumably a sentient species like ours would develop space travel, and would set up some galaxy wide civilization that would leave something visible thus on Earth. That has never happened.
This gives rise to theories of why not. It is possible that there is some "great barrier" that prevent sentients from establishing space-faring civilizations, the speed of light comes quickly to mind. It could be that the great barrier is something we'll encounter in the future, something that every sentient ever evolved encounters. Not a pleasant thought.
Could be we've passed the great barrier already, and we're the first to do so. Multicellularity, sentience, language, it could be that we're the first species to do any or all of these.