The had part for Christians would be the foundational belief that Jesus is the only
way to God and salvation and that he came and died for all humanity. How could Jesus sacrifice himself for people on another planet who had no possibility of knowing what he did for them?
An alien landing might bring up these questions: Does this mean that God have different rules for different planets--or did God send a savior to every planet? (Or perhaps the colonials are not fallen and didn't need a savior).
Christianity is probably incompatiable with the concept of alien life (we haven't had to find out yet), other major religions that are not fixed on one specific earthbound event being the key to salvation or enlightment probably could adapt.