That's no moon.
Obi-Wan Kenobi, Star Wars (1977)
Perhaps the Death Star wasn't your introduction to the really big, ridiculously enormous thing, big for the sake of being big, but it was mine.
It all happened at Earthport, greatest of buildings, smallest of cities, standing twenty-five kilometers high at the Western edge of the Smaller Sea of Earth. Jestocost had an office outside the fourth valve.
Cordwainer Smith, "The Ballad of Lost C'Mell", 1962
In between and afterward, there was the Ringworld from Larry Niven, as well as a number of enormous McGuffins from Iain M. Banks, among them the (eponymous) Bridge, the Holdfast from Feersum Endjinn, Culture GSVs, and Vavatch Orbital from Consider Phlebas. "Really Big Thing" was a term a friend of mine made up to describe Banks's enormities.
The generation ship from Heinlein's "Universe" probably predates them all, but perhaps, did something come before?
(I thought it over and worldcities like Trantor which developed over time probably don't count. The Labyrinthine Castle trope is close but doesn't really match. Big Dumb Object is too restricted).
What was the first Really Big Thing in science fiction, an artifact so big that thousands of people, or perhaps whole nations, could live out their lives inside of it?
I guess I should have been more specific. I was thinking of unitary constructed objects, Big from the perspective of the individuals that view/live in them, and not enlarged (or the viewers not shrunk) after construction.
*It gets tricky in the case of the Culture. Is a ship an individual, or does that distinction go to the Mind installed in it?