Some ideas that we associate with sci-fi today, like travel to the moon or visitors to earth from heavenly bodies, show up in very unscientific ways even in ancient literature and folklore. As far as future settings go, it's a much more recent development.

You might be interested in a previous look at the complex development of future settings for fiction:

• Before around 1700, where there any books or plays with a definite setting in the future? How did they present future society, and what where their predictions?

Solidly, as in solidly scifi rather than satire, I'd point to The Mummy! A Tale of the 22nd Century. (1827)

A certain number of books, like The Reign of King George V set a series of events in a future year, like the early 20th C, but without any attempt to change politics or technology from the 1700's in which they were written. The 1771 L'an 2440 does try for prediction.