In support of this idea, note that dolphins, considered to be among the brightest of briny folk, didn't evolve underwater. They were land-dwelling mammals that returned to the sea. Flying aliens are certainly a possibility, although the heaviest airborne animals on Earth weigh in at 20 pounds or so, and animals of this heft seem too small to have a great deal of intelligence. On the other hand, planets with thick atmospheres, lower gravity or especially oxygen-rich air to turbocharge metabolism might conceivably spawn some soaring intelligence. No animals have wheels, despite their efficiency.
Wheels function well only on prepared geography, either rails or roads.
Insects sport six appendages and dominate the species count on our planet. That humans, hippos and hyenas all have four extremities is the accidental consequence of the evolution of backboned animals from a four-finned ancestral fish, Eusthenopteron. Had Homo sapiens been blessed with six appendages, we would be more adept at piano duets and handball. We can also expect an intelligent alien to have eyes, useful for gathering information about the environment. Indeed, eyes are so handy that nature independently developed them in many dozens of species on Earth.