Me voy a controlar makes sense, and se voy a controlar does not.
I think you are confusing reflexives with object pronouns. Reflexives indicate that the action is happening to the actor, and se is not the reflexive for voy.
If you wanted to say
I will control it/him/her, then that would be Lo/le/la voy a controlar.
It is, but reflexive pronouns are just object pronouns while the object is the same as the subject. Usually expressed with "-self" in English. me - me, myself; te - you, yourself, and so on. Just the 3rd persons are different: se - himself, herself, itself, themselves; lo, la - him, her, it; los, las - them.
Just like English has both a "will" future and a "going to" future, Spanish has both "futuro simple" and "futuro perifrástico". Although Duo is pretty lenient on swapping translations between the two tenses, I'd generally recommend keeping the translations straight:
- Me voy a controlar. - I am going to control myself.
- Me controlaré. - I will control myself.
But feel free to report the sentence.