A Dyson sphere is a hypothetical megastructure that encompasses a star and captures a large percentage of its power output. The concept is a thought experiment that attempts to imagine how a spacefaring civilization would meet its energy requirements once those requirements exceed what can be generated from the home planet’s resources alone. Because only a tiny fraction of a star’s energy emissions reaches the surface of any orbiting planet, building structures encircling a star would enable a civilization to harvest far more energy.
I believe they were making a joke because if you wrap this thing around a star there really is no day night cycle because it’s all star. Our day night cycle comes because we are spinning.