Yes. Science fiction, though not under that 1920s term, starts as a genre in the early 1800s, with Frankenstein and The Last Man. Precursors in the 1700s mostly used the future for satire, like earlier the moon or the other side of the world was the satirical setting. An exception is from 1763n The Reign of George VI, 1900-1925 which was written, not as a novel, but as a history book from the 20th C about the conquest of France by England. However, it was imagined with zero changes in society and technology. The Last Man is set in the future, with a few political changes, but no visible social or technological ones.

The first story to seriously declare that the future will be different, because things always change,is Jane Webb loudon's The Mummy! A Tale of the 22nd Century. She had airships, women in trousers with gasjet hair ornaments, steam robots guarding the prison - just WOW compared to all predecessors. But not the 21st C.

The tendency in scientific romance was for things to happen now, with a sudden burst of inventive genius. However, the close of the 19th C seemed to get people thinking ahead. In the late 1890s there were predictions of the world at the next turn of the century, everywhere from The Ladies' Home Journal to trading cards in German chocolates.

Edit: Found it! LeSortie del'opéra en l'an 2000 / A. Robida., from 1882. Everyone knows the 21st C starts in 2000. In the future we will all have flying cars.