Dyson Spheres have appeared several times in Science Fiction. I believe the first appearance was a photo finish between Cuckoo in the book "Farthest Star" by Jack Williamson and Frederik Pohl, and "Orbitsville" by Bob Shaw. The novels both appeared in 1975 and I believe they were both serialised (Only part of "Farthest Star" as "Org's Egg") in the SF magazine Galaxy the year before (Orbitsville starting in the issue that "Org's Egg" finished in).

Though there have been several others the main one that springs to mind is the Cageworld sequence by Colin Kapp from the mid-80s. Set in our solar system this posited a series of concentric Dyson spheres at each of the planetary orbits (I don't remember them dealing with where all the material came from).

And of course expert navigator and engineer Montgomery Scott (Scotty) succeeded in crashing into one in the episode Relics of Star Trek:TNG.