Keep the room the cage is in at 70-75 deg. Put an insulator on the screen lid like sheet stirofoam etc. You can also put sheet stirofoam under the tank to help insulate.
She was probably raised in a tub in a rack system. The tank she is in is new and she has been exploring. Since a lot of heat was coming from the lamp she probably rubbed her nose trying to get to it.
If the UTH is the only heat source, this will be more of what she is use to and prevent her from rubbing on the screen lid.
Finally, you asked what type of background to put on the tank walls. This is totally up to you. Your ball python won't care as she only knows a plastic tub as a natural environment. 
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Best regards,
AlanColesReptiles
