If your using Gnome as your desktop environment on you Linux operating system it's fairly easy to change the cursor theme.
Go to gnome-look.org and pick a theme for your cursor that you like and download it to your downloads directory.
I'll show you by example so you understand what to do.
On this page:
I downloaded the Skyrim cursor theme to my downloads directory.
Once the cursor theme was downloaded I opened it with the archive manager and clicked on extract. To open the archive manager open your downloads directory and left click on the Skyrim folder.
The archive manager extracted the Skyrim cursor theme to my downloads directory. From there I had to use the terminal to move the theme to /usr/share/icons/ to be able to open the "Tweaks" manager to change my cursor.
Once the file has been extracted open the terminal and cd to the Downloads directory like so:
Once you see Skyrim-by-ru5tyshark-cursors in the list you can than move the cursor theme to your /usr/share/icons/ directory.
To move it type:
sudo mv Skyrim-by-ru5tyshark-cursors /usr/share/icons/
Press Enter and put in your password. Almost done.
Now go to "Tweaks" in your Applications Menu and under Appearance click on cursor and you should see the Skyrim cursor that you can click on from the drop down menu. Once selected it should change your cursor right away.
That's it, enjoy your new cursor theme.
Happy New Year!