Hmmm, that ball ordinarily activates a switch which moves Gob out of the way and let's you move on. But it appears a bug has interfered with something. If you have an earlier save from before you first spoke to Gob, reload that and try again from there. If it's any consolation, you were very near the end of the Alpha V0.0.02 content anyway. After Gob there's just a sneak peak at what Stage 2 is going to look like.
Apologies though, this early release did contain quite a few errors and bugs. And I think this one is something I have already resolved. I will be putting out another release in the next few weeks though. So hit the follow button so you know when it's been released.