Check out example codes for "how to change player cursor c# script unity". It will help you in understanding the concepts better.

Code Example 1

using UnityEngine;
using System.Collections;public class ExampleClass : MonoBehaviour
{
    public Texture2D cursorTexture;
    public CursorMode cursorMode = CursorMode.Auto;
    public Vector2 hotSpot = Vector2.zero;
    void OnMouseEnter()
    {
        Cursor.SetCursor(cursorTexture, hotSpot, cursorMode);
    }    void OnMouseExit()
    {
        Cursor.SetCursor(null, Vector2.zero, cursorMode);
    }
}

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