I see looking back at my own posting history I've had this same problem before:
Tue Jul 07, 2015 3:29 pm
ja7833 wrote:
Hello, first forum post. Just pre-ordered and played the beta for the first time.
Is there a known issue with the mouse pointer in the game? In full screen mode the mouse pointer is invisible (alt-tab seems to bring it back but only until you click on something then it becomes invisible again), in window mode it seems to work fine.
I haven't been able to replicate this bug, but, I have a few suspicions about what might be behind it. A couple candidate fixes have been added as of r13066 (currently on 'dev').
If you still see this behavior on builds >=13066, would you go into Options, disable "edge panning", and let me know if the cursor is still disappears in fullscreen mode?
I tried the various windowed edge panning, locked edge panning, and cursor lock - options but only when I exit full screen does the problem seem to go away.