I wrote a blog post a while back about the disappearing mouse cursor in Visual Studio on virtual machines that I’d connect to using remote desktop. It seems the problem is more widespread and affects most input or editing controls across many applications in the remote desktop session. For example the mouse cursor disappears in Notepad, Word, Excel and other applications.
Thankfully the fix is a pretty simple one. On the guest machine (that you are remoting into) simply edit the current Windows theme and change the mouse cursor.
In the Mouse properties window, change the Scheme to Windows Black (system scheme)
Say hello to your cursor when editing text again!