This activity could also be called a marble run, rolling ball contraption, Rube Goldberg machine, and many other names. Still, Roller Coaster translates better the idea behind it: create and enjoy a ride!
You can always build a single, monolithic structure for the roller coaster, but this is the hardest way to do it. We recommend creating separate tracks and picking a design that allows fine adjustments because you will need it. A small change in the track’s inclination can have a big impact on the speed. You can use a ping pong ball or any spheric object that rolls on the tracks. Paper or 3D printed spheres will work as each one has its weight and surface smoothness challenges.
If you want your track to change direction, you can align them in a way the ball falls gracefully on the other track. Although the falling aspect of it adds some dramatic moments on the ride, usually, it’s safer to use a curve track to change direction.