First of all your question is related to aliasing term, this is what is happen when tringles and some other primitives (these are very basic objects which create whole scene) are rasterized (based on geometric description some pixels on the screen are colored or not). Try to look for "How to turn on antialiasing" - here is many usefull informations about this and some related topics: http://www.glprogramming.com/red/chapter06.html. In your case it will be probably glEnable for GL_POLYGON_SMOOTH and GL_BLEND for sure. eg.
glEnable (GL_POLYGON_SMOOTH);
glEnable (GL_BLEND);
glBlendFunc (GL_SRC_ALPHA, GL_ONE_MINUS_SRC_ALPHA);
glHint (GL_POLYGON_SMOOTH_HINT, GL_DONT_CARE);
If you plan to use lines there will be GL_LINE_SMOOTH and GL_LINE_SMOOTH_HINT.
For future projects try to not use so complex models if they are far from viewer (making as many slices for sphere), this will cause loss of performance.