This paper explores how digital futures take shape in and through interactions with generative AI, focusing on ChatGPT as an active collaborator in speculative ethnographic research. Moving beyond the framing of AI as either a tool or a disruptor, I argue that ChatGPT — and similar technologies — should be understood as agents within evolving socio-technical fields, co-creating the very futures we seek to imagine. Drawing on ethnographic fieldwork from a "work futures" workshop — where twelve participants collaboratively envisioned and staged speculative workplaces set in 2050 at the Emerging Technologies Research Lab, Monash University — as well as intensive co-authoring engagements with ChatGPT, I examine how AI contributes to shaping these imaginaries. Rather than simply answering questions, ChatGPT dynamically influenced discussions, storylines, and decision-making processes. To conceptualise these interactions, I introduce conversational choreography — an approach that attends to the iterative, performative exchanges between humans and AI. Through these exchanges, meanings, roles, and speculative possibilities take shape. By analysing these choreographies, I argue that AI is not external to the social worlds we study but actively involved in configuring future imaginaries, roles, and relations. In doing so, this paper contributes to current debates on how to study sociodigital intra-actions and emergent futures, offering conversational choreography as a methodological tool for ethnographically engaging with AI in participatory and speculative settings. Ultimately, I reflect on what it means to engage AI not only as a research subject but as a collaborator in imagining and performing possible futures.