I saw the opening part of this movie through Comcast on demand around ten years ago, although I believe it was originally released in the 80’s. In the movie a woman befriends a man that says he was abducted by aliens as a child and raised to fight other children and/or aliens in a sort of gladiatorial combat. I remember the man was white and bald, he wore a very strange outfit which was almost entirely grey with pointy shoulder pads and spoke in a monotonous, almost robotic voice.
In the parts I saw the man worked in a grocery store, I believe the very first scene involves him stopping a robbery and getting chewed out by his bosses for being reckless. The second scene I remember was at the man’s apartment, which was very sparsely decorated (having only the bare essentials of food and furniture) and speaking with the woman about his childhood (fighting other beings, the weapons he used, etc). I don’t remember what the woman’s role was in the movie, my best guess is that she was some kind of social worker or psychologist trying to help the man and figure out if his stories are true.
I’ll also note that this is not Alien Nation or Fire in the Sky whenever I try to search for this movie those two come up and they definitely do not match.