In this answer I will proceed as follows:
I will discuss inertia in terms of everyday life experience.
After that I will address the specific case mentioned in the question: ball on a merry-go-round, with a string.
The human psychology has the following quirk. When something is everywhere, you are likely to end up unaware of it. It becomes so internalized that it is never in your conscious thought.
In the following I take a lot of time to discuss inertia. Not because the subject is difficult, but because the human psyche tends to overlook inertia.
A potter's wheel is made to be quite massive; the wheel tends to rotate at a constant velocity because of that bulk. If the wheel would have just the minimum to be rigid enough it would have a relatively small mass. The bulk really helps the potter's wheel.
There is almost no penalty to making a potter's wheel have a lot of bulk; If the bearing of the axle is good quality there is little additional friction. The amount of effort it takes to sustain the desired rotation rate is hardly larger when the wheel has more bulk.
Of course, a potter's wheel with more bulk takes more effort to get going: more bulk means more total inertia.
Inertia is the absolute core of theory of motion. For sure: Inertia is forceful, but at the same time we cannot think of inertia in terms of force.
Inertia offers opposition to change of velocity, but at the same time inertia does not in any way offer resistance to velocity.
If inertia would be an opposite force then any force would be countered by an equal and opposite counter-force, and then motion would be impossible. This shows that trying to think of inertia as an opposite force is not a viable option.
If you could have some object without any inertia then the slightest push would be sufficient to accelerate it to infinite velocity.
With inertia you get a response in between the above two extremes: the response to application of force is that the acceleration follows a law of proportion. The stronger the force (pushing a given mass), the larger the resulting change of velocity. The larger the bulk of an object (given a particular force that is applied), the smaller the resulting change of velocity.
Example from everyday life:
The circumstance:
You try to open a door, but you feel that one corner is seriously stuck. You feel the door flex a little, so you know the door isn't latched, but one corner isn't moving. To get that door to open you take a step back and then you move forward briskly, slamming your shoulder against that door. You know from experience that that will do it.
By moving forward briskly you gave yourself a velocity towards that door. As you impacted that door it was up to the door to decelerate you. That deceleration takes a force, and the larger the deceleration the stronger the required force. As you slam yourself against that door: the peak force is easily larger than any static force that you are capable of producing.
Moving a heavy object
Another example is moving a heavy piece of furniture, say a heavy lounge chair. If that chair will hardly budge you can move it by bumping into it. You take a step back, and then you give yourself a bit of velocity towards that chair. So the common center of mass of you and the chair has a velocity. As you bump up against that chair you and the chair proceed as effectively a single mass, moving at the existing velocity of the common center of mass. The friction will bring the chair to a standstill almost immediately, but the chair did move.
Hammering in a nail
One of the most violent decelerations that we know from everyday life is using a hammer to hammer in a nail. Let's say that with every blow the nail is driven two or three nail widths into the wood.
You swing the hammer to give it a high velocity. At the instant that the hammer strikes: it is up to the nail to provide the force to decelerate the hammerhead to zero velocity. A massive amount of friction force has to be overpowered; the nail decelerates the hammerhead so hard that the peak force is sufficient to overpower the friction, and the nail is driven into the wood.
So I took a lot of time, discussing multiple examples.
My point is: in daily life you are dealing with inertia all the time, often using it to your advantage. You are never not dealing with inertia. The effect of inertia is very, very consistent. Inertia is among the most predictable things. Precisely because of that your conscious thought tends to be not aware of it; it's all muscle memory.
We have that inertia is the property that change of velocity requires a force.
As an object is pulled along, resulting in circumnavigating motion:
At every point in time the velocity component parallel to the circumnavigating motion is a constant velocity. In circumnavigating motion it is the motion component that is perpendicular to the circumnavigating motion that is subject to acceleration. A force is required for that acceleration.
So: I'm submitting that it is about recognizing the central role that Inertia plays. With that recognition everything falls into place.
About circular motion:
Let me return to the potter's wheel. Put some circular dish with a high rim on that potter's wheel, pour some water in the dish, and spin the potter's wheel at a constant velocity.
With that constant angular velocity the surface of the water becomes concave. The final state, with constant angular velocity and a corresponding constant shape of the surface of the water, that state is called 'solid body rotation'. Motion with a constant angular velocity has a uniformity to it that is remarkably close to the uniformity of non-accelerating motion. That degree of uniformity is quite unique, and it plays a role in why people feel compelled to suppose the existence of some centrifugal force.
However, the prime organizing principle for theory of motion is inertia.
Inertia: in order to cause change of velocity a force is required.