From the picture it looks like that you’re trying to rotate the control you just created by using the control itself.
The Set Transform item should be set to be the head joint, otherwise you’re just rotating the control.
Regarding the giant sphere, most likely Control Rig doesn’t take into account the skeleton scaling you did during the import, so it just gets the non-scaled version, so your character is actually very tiny.
I suggest you to rescale the model in Blender, eventually freeze the joints transform or set bind pose ( or whatever the Blend equivalent is ) and then import the skeletal mesh.
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