I haven’t given it much thought in the past, but the cursor is a powerful tool to communicate gameplay.
When you see a piece of colored text with an underscore, you think “it’s a link”, because that’s what most websites display their links as. You know if you click that thing – you will most likely be taken somewhere else, related to what the text says.
In a game, often you have new mechanics that your player is not familiar with, so you want every help you can get to communicate what kind of interaction a player can expect with an element in your game.
One more thing you know about links is when you hover over one – your cursor turns into a hand with a pointed finger, if you hover your mouse over something and your cursor does that – you know it’s something you can click.

In a game, you can do something similar, you can have a set of cursors and communicate some expectations to the player using those.
I have added 4 basic cursor types
Normal – nothing to see here, that’s just business as usual.

Pointer – that’s a clickable thing you can interact with.

Walk – you can walk here.

Attack – if you click here, you will have a fight on your hands.

Initially, I thought this will make the game look nicer – and it does. But after I put these in the game, it made me realize just how much clearer the interactions become with this relatively small change.
Let us know what you think of new cursors. If you’re making a game for a mouse yourself and aren’t using cursors much, I suggest you give it a try, it might make a lot of difference.