Has anyone ever written a science story along these lines?

The Earth is turned into a Dyson sphere and somewhere along the line the inhabitants (our descendants) forget that they are living on/inside of a sphere. One day, someone discovers the truth...along the lines of "For the World Is Hollow and I Have Touched the Sky". Think of the possibilities for stories...

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There's a novel called Starship about a group of primitives aboard a generation ship.
Ringworld features primitives who aren't aware they are living on an artificial structure.

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Ringworld was, of course, a "slice" of Dyson Sphere.

Bob Shaw wrote about a Dyson Sphere in the Orbitsville series, but I only read part 1 of the serialised version of the first book. I don't know what the inhabitants got up to.

Stephen Baxter's "official" sequel to The Time Machine had a DS around the sun, although it was closer in than Earth.

If you want to write a story about a DS, it's worth being aware of other takes on the idea. But I suspect that the important thing is that you get the characters and the drama right.

Williamson and Pohl wrote the Cuckoo novels, Farthest Star and Wall Around a Star, about a really big Dyson sphere.

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The Earth alone would make for a rather thin Dyson sphere, if it were the radius of Earth's orbit, but there have been a number of stories about people inside artifacts that don't remember they're living inside artifacts. The first one I know of is Heinlein's Universe from the May 1941 Astounding. There, people are in a generation starship that had an accident, and have forgotten. On TV, the premise for The Starlost was similar, though it was an infuriatingly bad show: Infuriating because it was really bad, but you could see the bits of what could have been a great story (and that makes sense when you learn the inside story of the making of the show, but I'm not going into it here).

The ship in Starlost didn't match a Dyson sphere in scale, but, as the Wiki article says, it was 'a multi-generational starship "8,000 miles (11,000 km) in character."'

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Disclaimer: Avatar is not an official NASA image and does not imply any specific interplanetary or interstellar capability.

The Leif Ericson Cruiser

Iain Bank's new novel Matter is set in a shellworld, a concentric array of artificial habitats containing a large number of cultures, some or many of which are ignorant of the nature of their world.

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Robert Heinleins "Universe" is another along these lines

Don't remember the name, but I read a very similar story. It takes place on a Dyson sphere surrounding not Sun, but a star 10 ly away (Epsilon Eridani?), which started out as a human colony. The humans had forgotten their origin and lost most of their technology. They live on the inside of Dyson sphere, roofed over with something transparent. Quite correctly, gravitational acceleration is tiny and directed "up", toward the sun. People live in essentially free-fall, but loose objects accumulate on the "ceiling".

Cute touch: they know what a planet is, and some theorize they must have originated on a planet. One of the arguments brought by the opponents of this view are chickens -- chickens clearly are designed to fly and do, yet could never fly in the gravity of a planet capable of retaining its atmosphere. Ergo, chickens could not have originated on a planet.

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An amazing story by, IIRC, Brian Aldiss. Also known as "Non-stop."

I remember reading a Robert J. Sawyer story of exactly that premise. It was in a collection of short stories of his. Unfortunately I've forgotten both the name of the story and the name of the anthology so this really isn't much help to you at all.

It's the same story I was talking about earlier. I found it -- it is called "Star Light, Star Bright". And here it is:

http://www.sfwriter.com/ststarli.htm

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I read one similar short story, long ago, can't remember the title. The main character delves into an artificial "planet" with inhabited layers and forgotten technology, guided by a talking "magic" artifact until reaching a zero-g core. The inner layers were lit with "skymoss" that lit and faded to simulate a day-night cycle. That's about all I recall, really.

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