For example, people in the early and mid-20th century speculated frequently about what "life would be like" in 2000. Obviously nobody got it exactly right, but they correctly understood that many of the important technologies of the future would be different from those of their present.
When did this first start happening? Were there scholars in ancient or medieval times who understood that the wheel, metal working, etc. were relatively new and thought that future societies would be even more "advanced" than they were?
Not a historian, but I just finished reading Descartes' Discourse on the Method (from 1637), where he outlines his "method" of thinking and making discoveries. In the last part, he talks about how his method can be used for the betterment of mankind, and his ideas aren't only lofty: they're rather prescient. Here's a pretty famous quote:
"For they [principles derived using his method] opened my eyes to the possibility of gaining knowledge which would be very useful in life, and of discovering a practical philosophy that might replace the speculative philosophy taught in the schools. Through this philosophy we could know the power and action of fire, water, air, the stars, the heavens, and all the other bodies in our environment, as distinctly as we know the various crafts of our artisans; and we could use this knowledge - as the artisans use theirs - for all the purposes for which it is appropriate, and thus make ourselves, as it were, the lords and masters of nature. This is desirable not only for the invention of innumerable devices which would facilitate our enjoyment of the fruits of the earth and all the goods we find there, but also, and most importantly, for the maintenance of health, which is undoubtedly the chief good and the foundation of all the other goods in this life."
On the one hand, this quote is no more specific than those of any number of soothsayers. What sets it apart, though, is that Descartes actually had the results to back it up, and his quote about being the "lords and masters of nature" is really significant to the development of Western thought. It's not the same as those sorts of magazine articles from the early 20th century that you mentioned, but I found it shockingly prophetic.
There's another quote that I found interesting, and it's not directly related to your question; rather, instead of suggesting what sort of inventions might be possible in the future, he argues what inventions are not possible, and I'm pretty sure he hasn't been proven wrong.
In part 5 of the Discourse, he talks about the differences between animals and humans (namely, the ability to reason), and he starts to talk about "moving machines" which "the skill of man can construct with the use of very few parts". I'm reading this in the English translation, so I'm not sure what "moving machines" Descartes had in mind, but check this out:
"I made special efforts to show that if any such machines had the organs and outward shape of a monkey or of some other animal that lacks reason, we should have no means of knowing that they did not possess entirely the same nature as these animals; whereas if any such machines bore a resemblance to our bodies and imitated our actions as closely as possible for all practical purposes, we should still have two very certain means of recognizing that they were not real men. The first is that they could never use words, or put together other signs, as we do in order to declare our thoughts to others. For we can conceive of a machine so constructed that it utters words, and even utters words which correspond to bodily actions causing a change in its organs (e.g. if you touch it in one spot it asks what you want of it, if you touch it in another it cries out that you are hurting it, and so on). But it is not conceivable that such a machine should produce different arrangements of words so as to give an appropriately meaningful answer to what is said in its presence, as the dullest of men can do. Secondly, even though such machines might do some things as well as we do them, or perhaps even better, they would inevitably fail in others, which would reveal that they were acting not through understanding but only from the disposition of their organs. For whereas reason is a universal instrument which can be used in all kinds of situations, these organs need some particular disposition for each particular action".
He goes on to talk about parrots that can copy human words but not say anything meaningful, but you get the idea. How wild is it that 400 years ago, Descartes anticipated the problems that we are still struggling with??
While no better answer comes from actual historians (which I am not), in the 19th century you had all kinds of social theories telling us the future was going to be different because of technical and cultural/political advancements. I'm talking about Karl Marx, H G Wells, Auguste Comte. For Marx, it was precisely technical advancements that made possible/necessary for society to go under revolutions, because the technical advancements meant economy changed, thus social relations changed. H G Wells would be part of the tradition of utopian socialists that still didn't have socialism all figured out and explained like we'd have with Marxism, but they were already imagining how it cwould work and how cities would look like under a centralized economy with all the current technological advancements (power, medicine, hygiene) being there for everyone. I don't know much of Comte and his Positivism but positivists believed humanity was poised to progress further and further thanks to scientific thought.
That's all after the first Industrial Revolution, when suddenly it became clearer and clearer technology was going to change things a bit. But in the 18th century, we already had those who were optimistic or pessimistic about the new order the French Revolution was bringing into the world. Thomas Malthus' populational pessimism is considered by some a reaction to the optimism I mentioned; he partly meant, in the context when he wrote his work, "no, we are not heading into a utopia like the rest of you like to think".
Iluminist inventors and scientists were at least sometimes (maybe most of time? I don't know) aware that their discoveries would go even further and that they would make incredible inventions possible; but I have no idea if they considered it would also bring great social change.
What you are talking about is the notion of human progress, which is generally acknowledged to have emerged around the time of the enlightenment (18th century). This notion of progress was undoubtedly linked to the process of modernisation of the period: secularisation, and the scientific and industrial revolution. Also underlying this is the relatively new recognition of linear historical development, and the subsequent development of the philosophy of history. Without an understanding of time as linear (as opposed to cyclical), the notion of progress would not make sense. One important text here is Condorcet's Sketch for a Historical Picture of the Progress of the Human Spirit (1795) which introduced, following other thinkers such as Voltaire, the idea that increasing scientific and philosophical knowledge was analogous to progress. From the enlightenment onwards, therefore, we became aware that the future will undoubtedly be very different from the present in material terms.
This is a pretty common question around here it seems, there is actually a link to popular questions and their best answers in the sidebar on the right!
Here is a link that should get you started. What was science fiction like in the past? How did ancient people imagine the future?
The idea of invention becomes seems to be more evident in the 15th century in Florence. The first patent for an invention was granted in 1421 Filippo Brunelleschi for a barge with hoisting gear used to transport marble. The first formal patent system was established in 1474 also in Venice. Another Venetian Leo Davinci is also of course famouse for drawing many novel machines at the end of the 15th century.
In a work of contentious date and origin Epistola de Secretis (1269ad) Roger Bacon an English monk prophesies this:
First, by the figurations of art there be made instruments of navigation without men to row them, as great ships to brooke the sea, only with one man to steer them, and they shall sail far more swiftly than if they were full of men; also chariots that shall move with unspeakable force without any living creature to stir them. Likewise an instrument may be made to fly withall if one sits in the midst of the instrument, and do turn an engine, by which the wings, being artificially composed, may beat the air after the manner of a flying bird.