VirtualBox mouse cursor at login screen

1. check display manager
   $ cat /etc/x11/default-display-manager

   this should be gdm3 or lightdm

2. change cursor theme for gdm
   $ sudo mkdir -p /usr/share/icons/default # if not exist the directory
   $ sudo vi /usr/share/icons/default/index.theme

   edit
   [Icon Theme]
   Inherits=Adwaita

3. update the alternative system
   $ sudo update-alternatives --install /usr/share/icons/default/index.theme x-cursor-theme /usr/share/icons/Adwaita/index.theme 100
   $ sudo update-alternatives --set x-cursor-theme /usr/share/icons/Adawait/index.theme

   change Adawaita to whatever cursor you want (at step2)

4. restart GDM
   $ sudo systemctl restart gdm3

For LightDM (at step1 above)
1. edit LightDM config
$ sudo vi /etc/lightdm/lightdm-gtk-greeter.conf

edit
[greeter]
cursor-theme-name=
2. restart LightDM
$ sudo systemctl restart lightdm

Of course, you can install your cursor whatever before doing this.