Sphere doesn't rotate the way I want it to

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This tutorial may help you as well, it’s mainly focused on translation, but it works the same way for rotation and scale.
It shows when and how to use Global, Local and View Transform orientations :

Blender basics : How to

How to orient your views in Blender, and how to move or transform your objects in Global, Local or View coordinates ? [Blender : How to...Transform Axis & Orient Views ?]