Missing cursor when playing in full screen mode

As it turns out, this is a known issue with Windows. Usually it's caused by the mouse trails effect and sometimes by the cursor shadow. The only fix for this is to disable these effects. Try this:

1. Go to the 'Control Panel' (from the Start menu or just search for it).
2. In there find 'Mouse' icon and double click it.
3. Then, on the mouse properties, choose the 'Pointer Options' tab.
4. Turn off 'Display Pointer Trails' and remember to click 'Apply'.
5. Under 'Pointers' tab, at the bottom of the screen find 'Enable Shadow' option. Turn it off and remember to click 'Apply'.

That should do it!