At first I thought this concept was completely crazy. Of all places to live, why pick the hottest areas of the universe. But it also has a huge amount of energy that would be all around us if we could do it.We would be protected from asteroids hitting us, since things would burn up first.
We would need to invent some new materials that can keep out the heat. Natural light would need to be filtered, but it could be pumped in. With so much energy, we could use it to create our own air, water and materials from fusion reactions.