If you are having mouse cursor issues in Windows 10 (or possibly 8), please follow these instructions:

1) Use Windows Explorer to search for XsyonSteam.exe
By default it should be in a folder similar to:
C:\Program Files (x86)\Steam\SteamApps\common\Xsyon

2) Right click XsyonSteam.exe and select Properties

3) Select the Compatibility Tab

4) Check 'Run this program in compatibility mode for: and select Windows XP (Service Pack 3). Optionally you can try Windows 7 or Windows XP (Service Pack 2)

5) If you have restrictions set on your system, make sure to check 'Run this program as an administrator'.