tldr: venus is probably the worst choice.

venus is actually one of the most difficult to dismantle compared to mercury it has the following disadvantages:

- gravity:higher gravity on venus, means more energy is needed to launch mined material into space. on mercury a magnetic railgun powered by solar panels (that close to the sun) can more easily do it.

- atmosphere/climate:venus's atmosphere is thick, blocking most solar energy from reaching the surface. making solar a difficult power source. the rain on venus is so acidic almost noting survives on its surface for very long. where mercury has no atmosphere. meaning no friction, no hazardous weather etc. the fricture of venus' thick atmosphere would also be a huge detrimental force in lauching anything back up into space.

- surface temperature:venus has a much higher surface temperature than mercury, due to its runaway greenhouse effect. so high infact (up to 400*C) that most electronics will simply not operate. we would need to invent new cesium based electronics to operate anything on venus. Where mercury's day side is hot, its night side is actually very cold. ideal for operating electronics. and supercooling any magnets needed to operate a space launching railgun.

- available materials:mercury has large deposits of silicium on its surface, which can be used to locally product solar cells to operate machinery, factories and panels to power the dyson swarm. mercury also has a metalic core, which would be used to construct swarm segements, and electronics. where venus also has these materials (we think) its mostly its corrosive atmosphere with sulphuric acid rains that make production there almost impossible.

other more accesible targets:many asteroids in the asteroid belt between mars and jupiter would proably be mining targets sooner than venus is, simply because low gravity would make it easy to access, mine and launch towards the dyson swarm. some even have completely exposed metalic cores, could be moved into near earth orbit, or lunar orbit, and mined with more easy close to home.

this will be actually probably the first space mining industry's to develop, most people think blue origin and spacex final goal is space trips. but their final goal is probably space asteroid mining. capturing one of those metalic exposed asteroids and mining it, would make any company that achieves it an instant trillion dollar company. and it can probably me done with remotely controlled, or ai controlled space drones. within the next 50-100 years.