I’m having this issue with the Follow Me tool where it just deletes the object that I’m trying to use. I’m trying to make a simple sphere, I’ve watched about six different videos and have read three different forum posts (all different) with no luck. I’ve taken a .gif of it to show what happens, maybe I’m overlooking something or I’m just dumb? gyazo
Without even looking, I’d guess it is size.
SU doesn’t work well with tiny edges, scale up by 10 or 100 etc and try again.
The geometry is probably too small. How small are the circles?
Missing Faces search.
After seeing your GIF, looks like that you are only selecting the front half of the circle.
Use shift whilst selecting to select the back half of the selection as the followme path.
Although, it should at least generate half of the sphere. So, check the size as others have told you. 
I just scaled it up by like 100 times the size and it worked perfectly, thank you for the fast responses and the help guys. 