Lucian of Samosata (A.D. c.120-180): "Amongst them, when a man grows old he does not die, but dissolves into smoke and turns to air [a convenient ploy for disposing of dead aliens also used in more recent science fiction, such as 'The Man Trap' and 'Catspaw' episodes of the original Star Trek series]. They all eat the same food, which is frogs roasted on the ashes from a large fire; of these they have plenty which fly about in the air, they get together over the coals, snuff up the scent of them, and this serves for their victuals. Their drink is air squeezed into a cup, which produces a kind of dew."

The first Sci-Fi perhaps? Lucian of Samosata wrote speculative fiction about the inhabitants of the moon about a hundred years after the other great raconteur...