The thing hanging around your screen right now. It's probably just an arrow, but arrows are boring, and if you're playing a video game, you don't want to watch boring things. So, the developers simply made your cursor into something related to the game and voila, every click is now a step toward immersion!
Most commonly, the cursor is a crosshair or a character's or creature's hand. A staple of [...] [tvtropes.org]