[5.8] I don't have a cursor at all, where did it go?

Director only shows the cursor if it thinks there's something you can do with it. If there are no active sprites (that is, sprites with scripts that respond to mouse clicks) on the stage, Director assumes that the mouse isn't going to be used for anything, and hides the cursor.

If you give one of the sprites a script like:

    on mouseUp
      nothing
    end mouseUp

you should get the cursor back.

Note that this problem only manifests if the stage is the only open Director window, or in projectors. With other Director windows open (eg, the control panel) there's always something you may want to click on, so the cursor stays visible.

If you have previously deliberately made the cursor invisible using the cursor command, you may need to reset it with the command:

    cursor -1

As noted above, the cursor will also vanish during transitions, but these shouldn't usually last long enough for you to lose it altogether.