Using simulations of self-propelled agents with short-range repulsion and nematic alignment, we explore the dynamical phases of a dense active nematic confined to the surface of a sphere. We map the nonequilibrium phase diagram as a function of curvature, alignment strength, and activity. Our model reproduces several phases seen in recent experiments on active microtubule bundles confined the surfaces of vesicles. At low driving, we recover the equilibrium nematic ground state with four +1/2 defects. As the driving is increased, geodesic forces drive the transition to a polar band wrapping around an equator, with large empty spherical caps corresponding to two +1 defects at the poles. Upon further increasing activity, the bands fold onto themselves, and the system eventually transitions to a turbulent state marked by the proliferation of pairs of topological defects. We highlight the key role of the nematic persistence length in controlling pattern formation in these confined systems with positive Gaussian curvature.