The first rocket which could fly high enough to get into space was the V2 missile which was first launched by Germany in 1942. The first rocket which actually launched something into space was used to launch Sputnik, the first satellite, on October 4, 1957.The rocket that launched Sputnik was a R-7 ICBM rocket.1  Javascript must be enabled to use Cool Cosmos. 2  Learn how.he first rocket which actually launched something into space was used to launch Sputnik, the first satellite, on October 4, 1957. The rocket that launched Sputnik was a R-7 ICBM rocket. 1  Javascript must be enabled to use Cool Cosmos.