Following you instincts you run left and here a gunshot.
Someone must be hunting near by.
You run to the gunshot and two men in black shot the creature.
"What was that thing?"
The men 'It was a interdimensional traveler that the government found.They experimented on him and turned him into a time machine and teleporter.However,he went insane,and tried to kill us all.All the yelling was an alternate version of yourself being killed.In the presence of him the space time continuum was distorted.
"But what was the gunshot"
The men look at each other,then back at you and pull out a gun.