Making conjectures about future consequences of a technology is an exercise in trying to reduce various forms of uncertainty. Both to produce and reason about these conjectures requires understanding their potential limitations. In other words, we need systematic ways of considering uncertainty associated with given conjectures for downstream consequences. In this work, we frame the task of considering future consequences as an anticipatory ethics problem, where the goal is to develop scenarios that reflect plausible outcomes and their ethical implications following a technology's introduction into society. In order to shed light on how various forms of uncertainty might inform how we reason about a resulting scenario, we provide a characterization of the types of uncertainty that arise in a potential scenario-building process.