Lauren Davis lists some ancient science fictional stories at io9

In this post titled "The Roots of Today's Science Fiction Go Back Centuries".

I've only read 2 from the list - Jonathan Swift's "Gulliver's Travels" & Voltair's "Micromegas" (I linked an online copy of later a few days back). If they are indicative of Davis' tastes, I'll say other stories should be worth a look.

He doesn't provide download links for any of the stories. But stories, mostly from last millennium, are so old that they ought to be all available online.