I'll bet that iTunes might be to blame here. There is a problem with iTunes and some computers where iTunes will make the cursor disappear when the song changes (I think iTunes has to be active, though).
I don't know specifically how to fix it, but it was fixed after I just backed up, erased my whole computer, and reinstalled OS X. (I hate it how reinstalling seems to be the only option to fixing problems with OS X a lot of the time.)