My dwarf hamster (RIP Fuzznugget) loved his ball. I would put it in his cage, he'd climb in, and then I'd lift it out. It was my compromise with him because he would not stop biting. He liked to run after movement- my legs, the rabbits, etc. He also liked to run from the carpet onto the linoleum- the ball would spin and slide around. It was apparently a lot of fun, as he'd do it over and over.
Actually, Fuzznugget was afraid of large open spaces. I tried to have him play on the couch like the hamsters I had when I was a kid. Just throw a blanket on it, wrinkle it for some fun tunnels and such, and let the hammie go. But it always terrified him. So when he was out of his cage, he was either in the ball or in a very large box with lots of litter for digging, hidey houses, and fun things to climb on. But he was always the most confident when he was in his ball.
Of course, I remember some of my childhood hamsters weren't very fond of the ball. It really depends on their personality.