An interesting quirk of a Dyson Sphere is that despite the fact that an unimaginable amount of mass would be needed to construct it, there's no gravity inside it;
gravity inside a spherical shell cancels out.
You could simulate gravity by spinning it, but the "gravity" would be pointed away from the axis, so it would be strongest at the equator, and would only be perpendicular to the sphere at the equator. As you walked "north" or "south", the gravity would decrease, and you'd lean more and more towards the pole.