I seem to remember reading a calculation that there wasn't enough matter (regardless of type) in the solar system to construct a Dyson sphere of any more than in the range of a few to a few dozen cm thick.
Dyson swarms (basically lots and lots of orbiting things to approach the coverage of a solid surface) are another idea.
And a ringworld, scare the hell out of the Puppeteers...
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Uncertainty is an uncomfortable position.
But certainty is an absurd one.
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