The earliest, most visionary examples of the genre in a two-thousand-year compendium of speculative fiction that begins when the height of technology was Roman concrete and the watermill, and ends on the cusp of the pulp era.
An essential collection of 30 stories for the true sci fi enthusiast, including:

Plutarch, 100CE: The Face In The Moon
Lucian of Samosata: His True History, 182 CE; Icaromenippus, An Aerial Expedition, 165 CE
Iwaya Sazanami: The Bamboo-Cutter and the Moon-Child, 900CE
Johannes Kepler: Somnium, 1609
Francis Bacon: The New Atlantis, 1627
Francis Godwin:The Man in the Moone 1638
Cyrano De Bergerac: A Voyage To The Moon 1649
Margaret Cavendish, The Blazing World 1666
Ludvig Holberg: Niels Klim's Journey Under The Ground, 1741
Voltaire: Micromegas, 1752; Plato’s Dream, 1756
Mary Wollstonecraft Shelley: The Mortal Immortal, 1833
Nathaniel Hawthorne: The Birthmark 1846; Rappaccini’s Daughter, 1846
Edgar Allen Poe: The Unparalleled Adventure of One Hans Pfall, 1835; Mesmeric Revelation 445, 1849; Mellonta Tauta 1849; The Facts in the Case of M. Valdemar 1845; The Conversation Of Eiros & Charmion
Fitz-James O'Brien: The Diamond Lens 1858; What Was It? A Mystery 1859
George Eliot: The Lifted Veil 1859
Ambrose Bierce: Moxon’s Master, 1893
George Chetwynd Griffith: A Corner In Lightning, 1896; A Genius for A Year, 1898
Jack London A Relic Of The Pliocene, 1901
HP Lovecraft The Colour Out Of Space, 1927

Also look out for our related early SF novels:
- The Brick Moon (1869), the first tale of an artificial satellite/space station
- The Flying Inn (1914), Chesterton's alternate history of an England overtaken by Progressive Islam where alcohol is banned
- We (1920) The book that inspired 1984 and Brave New World (Yevgeny Zamyatin)
- The Star/In The Year 2889, a double feature of HG Wells and Jules Verne's rarer SF tales
- Nathaniel Hawthorne's Sci Fi, with extra tales from the American master