I started Kali Linux this morning and everything was like the days before; the cursor was there. Then I turned it off, started again and boom -> No cursor. I'm using Windows 8.1 and Kali Linux is running with VirtualBox.
Well, it turns out there is a simple solution. Right-click the VM from the list, click Settings, click System on the left menu, and change Pointing Device to "USB Tablet" instead of "PS/2 Mouse".
For some reason, all my LFS VM's defaulted to "USB Tablet" but CentOS VM's defaulted to "PS/2 Mouse". So my guess is the built-in templates (or whatever they are called) have that wrong. When creating a new VM, if I type in "LFS", I get Type "Linux" and Version "Linux 2.6/3.x (64-bit)" but if I type in "CentOS", I get Type "Linux" and Version "Red Hat (64 bit)". So, in my opinion, the "Red Hat (64 bit)" template should be changed to set Pointing Device to "USB Tablet".