[SEJeff]

And it’s been said that the mass requires to build a Dyson sphere around our sun would necessitate destroying all of the planets: not gonna happen.

[mnemonicsloth]

The estimates I've seen suggest maybe just Mercury.

Which is good, because Mercury is mostly metal, whereas e.g. Mars is mostly rock and thus not useful for this kind of work

[TwoCent]

Would Mercury be a good candidate, given how far in the sun's gravity well it sits? Perhaps better to start with the asteroid belt.