Some might consider the Ancient Greek writer 'Lucian' to have written the first sci-fi fiction in his piece "A True History" which was designed to be a parody of a whole genre of pseudo-historical texts which were mostly based on entertaining fiction than actual fact. In this, Lucian writes an amusing account of a trip to the moon and entertained the idea of extraterrestrials and wars between planets.

Source: "The Roman Historians" by Ronald Mellor, 1999

It depends a bit on the definition of science fiction. If you take it to mean fantastic fiction in general (imaginative narratives understood as fiction, as opposed to myths and legends which are understood to be true in some sense) then Lucians True History is an early example, as Obscene_Duck notes.

But in your question you specifically mention speculation about the future, which is a much more recent phenomenon. For the people of antiquity, the future was not a very interesting place - the age of wonders was in the past, and it basically have gone downhill since then.

For Christians, the future was more or less planned out, since the world would be coming to an end at at judgement day, whereafter the kingdom of God would be instituted. So there wasn't really much of an earthly future to speculate about, and speculation about what happens after judgement day was more the realm of theology than speculative fiction.

hi! you'll find some additional info in the FAQ (link on sidebar):

What was science fiction like in the past? How did ancient people imagine the future?

Johannes Kepler, the great 17th century German astronomer, wrote a short essay about a trip to the moon and its inhabitants. Its rhetorical conceit was to show how the lunar inhabitants described the universe in terms of how it appeared from their own vantage, placing themselves at the centre (and seeing the Earth as a ball hanging in the same spot of the sky, rotating but never moving to different parts of the sky). The point was to show how we were similarly self-centred in our geocentrism.