The Black Swan by Nassim Nicholas Taleb (Random House, $17). The weirdest idea anyone ever had about the future is that we should expect it to look like the past — but that's what the reigning science of statistics assumes. Nassim Taleb has not been fooled; he is the single best guide to understanding uncertainty.

New Atlantis by Francis Bacon (Wiley, $12). Today we take for granted what used to exist only in dreams. Francis Bacon dreamed of science and technology to make our lives better. We've gotten a lot done since, but New Atlantis is still futuristic, especially for science fiction from 1627.

The American Challenge by Jean-Jacques Servan-Schreiber (out of print). In 1968, Servan-Schreiber predicted relentless economic growth for America; he wrote this book to wake up his European audience to the threat of eclipse. It was a controversial best-seller, but nobody argued with the premise. In the 1960s, everyone expected progress. This is the future we have lost.

The Right Stuff by Tom Wolfe (Picador, $17). "What is it, I wondered, that makes a man willing to sit up on top of an enormous Roman candle…and wait for someone to light the fuse?" Wolfe asks that question in his classic about the test pilots who became the first astronauts. It's both a great history of the space race and a meditation on how to steel yourself to take risks.

The Sovereign Individual by Lord William Rees-Mogg and James Dale Davidson (Touchstone, $29). This book breaks the taboo on prophecy: We're not supposed to talk about a future that doesn't include the powerful states that rule over us today. Rees-Mogg and Davidson argue that national governments could soon become as antiquated as 19th-century empires.

The Diamond Age by Neal Stephenson (Spectra, $16). You can't build new things just with technical know-how; you need imagination. Stephenson's is boundless: This novel is not just the most entertaining book you can read about artificial intelligence and nanotechnology; it will inspire inventions your kids will use — or create.

Facebook investor Peter Thiel is the author of the new book Zero to One: Notes on Startups, or How to Build the Future.