I have a question about Space victory. I've never come near to finishing it before 2050anyway, but once I came real close (the difficulty was Chieftan, so nothing to be proud of lol.) So I wanted to continue with the game and launch my spaceship, and I did. It said that it would take 25 turns, I think, so I waited. Then a few turns left it said that it was delayed. I patiently waited again, but the game again said that it would be delayed, and this went on and on and on until I just turned off my computer annoyed. Did this happen because I launched it after 2050? And how can I manage to launch it before 2050, which is just as impossible as winning a conquest victory in Deity to me?
I can't think of why the spaceship launch would be delayed unless you were missing a vital component.
As for finishing a space ship win prior to 2050, the key is focus. First, recognize that you'll need a substantial research and production base. This means a decent-sized empire of at least a dozen cities, preferably more, will help accelerate your sight-seeing on Alpha Centauri. So it's very likely that you will need to conquer a neighbour or two. If you can, in the process, snag a few prizes that help you further--such as a holy shrine for income, the Pyramids to run Representation early, etc.--so much the better. Owning more territory also increases your chances of having Aluminum somewhere within your borders, which will accelerate production of several space components. Copper is handy for a couple of them too. (I am assuming you're playing BtS with its modified tech tree).
Once you have obtained your empire, you want to specialize your cities. Designate some as commerce cities and cottage them; designate others as specialist cities and farm them; and designate others as production cities and focus on hammers (and the food you need to work those tiles). I usually choose specializations according to the resources in the fat cross; a city near several rivers with dye, for example, is an obvious commerce city; a city with several food sources runs specialists; while a city with decent food and a couple of high-production tiles (say copper, horses, and/or iron) is a good production city. As a beginner, you should focus on running more commerce cities than specialist cities. Just make sure you have a few production cities in the mix. These cities will produce military units to keep you safe for most of the game, and near the end, they'll produce most of your space ship parts.
Once your cities are built up with appropriate tile improvements and buildings to enhance their specializations, you should be getting towards the late mid-game. It's now time to focus your research. Start going after techs that are needed for a space race victory and ignore the others. Obtain them through trades if you must, but don't research non-space techs! For example, you can avoid Mass Media, Fascism, Communism, Flight (!), and Flight's dependent techs, Advanced Flight and Stealth. Earlier in the game, you can skip Divine Right.
Meanwhile, refrain from warmongering and rely on diplomacy. You don't want the distraction and economic demand of a war anymore. Keep building units to keep yourself safe, but remain peaceful if at all possible. To my mind, the only reason to go to war at this stage is if you're facing a tight race and need a source of aluminum.
One tough decision you'll have is whether to go after Computers and Robotics. Neither one unlocks anything that's
needed for a space race win, but Computers leads to Robotics which allows you to build the Space Elevator. Ironically, I usually only go down this path if I'm facing a tight space race; in that situation, building the Internet to obtain other techs and the Space Elevator to speed up space ship production can save my bacon. If I have a comfortable lead, however, I ignore these techs and focus only on the essential ones.
As you start building the space ship parts, consider other tricks that will accelerate production. Research Superconductors early on and get your laboratories built. Change your civics to Universal Suffrage and State Property to increase production, Free Speech and Free Religion to increase commerce and research respectively. Chop any unchopped forests; apparently in Civ IV, many space ship components are composed of wood.

Save the required Great People to start a late-game Golden Age right when most of the components are being built, especially all those thrusters and casings.
Finally, look around the site. You'll find guides and posted examples detailing how to build the space ship as early as possible. I can usually achieve it by the 1800s, while some devoted souls around here have, IIRC, launched before 1000 AD! You don't have to go that far, but launching before 2000 should not be hard to achieve.