During the formation of our solar system, a large number of planetesimals were ejected into interstellar space by gravitational encounters with the planets. Debris disks observations and numerical simulations indicate that many other planetary systems, now known to be quite common, would have undergone a similar dynamical clearing process. It is therefore expected that the galaxy should be teeming with expelled planetesimals, largely unaltered since their ejection. This is why astronomers were perplexed that none had been detected passing through the solar system. Then, in 2017, the discovery of1I/'Oumuamua transformed the situation from puzzlement to bewilderment. Its brief visit and limited observations left important questions about its nature and origin unanswered and raised the possibility that 1I/'Oumuamua could be a never-seen-before intermediate product of planet formation. If so, this could open a new observational window to study the primordial building blocks of planets, setting unprecedented constraints on planet formation models. Two years later 2I/Borisov was discovered, with an unquestionable cometary composition, confirming that a population of icy interstellar planetesimals exists. These objects have remained largely unchanged since their ejection, like time capsules of their planetary system most distant past. Interstellar planetesimals could potentially be trapped into star and planet formation environments, acting as seeds for planet formation, helping overcome the meter-size barrier that challenges the growth of cm-sized pebbles into km-sized objects. Interstellar planetesimals play a pivotal role in our understanding of planetary system formation and evolution and point to the possibility that one day, we will be able to hold a fragment from another world in our hand.