Hehe, that's wonderful
Sounds like the hamster and you are a great match!
Sometimes if I put a hamster in a ball for the first time, I help the hamster figure out what to do by gently and slowly rolling the ball in whatever direction they are facing. They typically begin to walk, and I'll keep going for as long as they keep walking. Then we'll stop for a short break and try again. Eventually they get the hang of it and start rolling off on their own.
I've also noticed that adult hamsters tend to catch on more quickly if they've had some experience running on a wheel.
Another excellent point is a clear wheel will let them see a little of where they are going, though they'll likely still bump into things.
Just some little things to note about using a ball... Make sure any staircases are blocked off! A rolled up towel infront of the staircase should do the trick, but sometimes strong hamsters can even get over this! Also, 15-20 minutes should be the maximum stretch of time for a hamster to be in a ball without a break. It's good to put them back in their cage and let them drink, eat, go to the bathroom, etc. Then if they really want to go in the ball again they can.
Best wishes as you and your hamster learn together!