Alex,
As I said you have a (far too) large Offset value, which gives you the giant circle as the offset path, and as Carlos said you have probably used inches instead of pixels, and as Monika said pixels are used as the unit in the video, implying that you should too.
Most likely, you have set the document unit to inches instead of pixels (pixels being identical to points as units go, by the way), and here is the strange thing: you must have followed the instructions for the original circle and used pixels instead of the document unit (by specifying pixels instead of the default inches), and then you have overlooked the fact that the default Offset value is also in inches and therefore also should be changed to pixels.
So either you should keep changing the unit to pixels consistently, or as the safer/easier solution change the unit to pixels/points.