Atheism?

I feel distinctly odd calling myself an "atheist" -- it makes it sound as though I'm a member of a cohesive group of people with a common belief system and a common agenda. That's what most words ending in "-ist" imply.

Why does the word "atheist" even exist, anyway? Why should there be a special word for people who don't believe in God? There's not a special word for people who don't believe in Santa Claus. There's not a special word for people who don't believe in flying saucers. There's not a special word for people who don't believe the Earth is flat.

And what's the common belief system and common agenda of people who don't believe in flying saucers?