This is not that confusing, if you understand how empties work. Here’s the process I’ve used:
• Set the angle of the globe to 0 (set it pointing straight up). Add an empty, and parent the globe to the empty.
• Rotate the empty to the desired angle. The globe will rotate with it.
• Select the globe (not the empty) and open the Transform Properties window by pressing [n]. You may now adjust the “RotZ” value however you like, and the globe will rotate on the local z axis. For example, key frame #1 with the value at zero, then key frame #100 with the value at 360.
• As ROUBAL pointed out, to get a constant spin, you’ll need to select the IPO curve for RotZ, press [t] and select “Linear.” To get a non-stop spin, press [e] and select “Extrapolation.”