Assume that $B$ is an $n$-dimensional ball of radius $R$ centered at the origin, i.e.,
$B=\{x\in\mathbb{R}^n : \|x\|\leq R\}$.
Fix a point $x_0$ in $B$ and $\delta \in (0,\pi)$, and let $C$ be the following set
$C=\{x\in B : $ The angle between the vectors $ \vec{x_0} $ and $ \vec{x} $ is less than or euqal to $ \delta.\}$
My question is, how can we compute the $n$-dimensional measure of the set $C$ in terms of $R$ and $\delta$. Is it simply going to be $K\delta R^n$ for some constant $K$? Or is it more complicated than that? The answer for the case $n=2$ is clearly $ \delta R^2 $.

Using spherical coordinates on the unit sphere, the number you are looking for is $$ R^n \int_{\phi_{n-1}=0}^{2\pi} \int_{\phi_{n-2}=0}^\pi \cdots \int_{\phi_1=0}^\delta d^{n-1}V$$ where $$d^{n-1}V = \sin^{n-2}(\phi_1)\sin^{n-3}(\phi_2)\cdots \sin(\phi_{n-2})\, d\phi_1 \, d\phi_2\cdots d\phi_{n-1}$$ It is certainly not linear in $\delta$ when $n>2$.
Here I assume $x_0$ to be the "vertical" direction, i.e., $phi_1$ is the angle between the given point and $x_0$.