In [this video][1] from Kurzgesagt they said that one would need to disassemble a whole planet to build a Dyson swarm around the sun. 

The video went on about mining Mercury and using the materials available on it.

If one wanted to mine Mercury in the future, I bet many people would be upset about it, so that is why I thought that asteroids might be better.

My question: Could we use the material of the asteroids in the inner asteroid belt instead of mining Mercury?

  [1]: https://m.youtube.com/watch?v=pP44EPBMb8A&t=464s&pp=ygUMZHlzb24gc3BoZXJl