Whats that thing called again when you move your mouse an arrow will appear on the screen?

I have this boring arrow and i want to change it but number 1 i don%26#039;t know how and i don%26#039;t know what it is called.Can you tell me how to change it and what its called?THANK YOU I REA LY APPRECIATE IT!|||A CURSOR and also you have to download cursor mania and then you can get free cursors. you can go to google and typ in cursor mania.|||a cursor.