This is going to be the complete guide on how to swap the default cursor with a custom one and how to create custom cursors of your own.
[INFO]
Throughout this guide I'm going to refer to changing your cursor as "Cursor Swapping" because it is so popular in the RCL community that it deserves a name.
Basic info you should know before you go ahead and start Cursor Swapping:
1. The starter cursor is actually two cursors known as "GunCursor" & "GunWaitCursor".
2. The GunCursor is the one you will always see and the GunWaitCursor is the reload cursor which you will only see when you reload.
[HOW TO CURSOR SWAP]
There is two ways to Cursor Swap, the first is for people who have the Open File Location option and the second is for people who don't.
IMPORTANT: MAKE SURE YOUR CUSTOM CURSOR IS NAMED THE SAME AS THE ONE YOU'RE REPLACING!
For majority of people Cursor Swapping is as easy as right-clicking on your Roblox Player (if you cant find it just use the search tool on your computer) and clicking Open File Location > Contents > Textures and then replacing GunCursor and GunWaitCursor with your new cursors. Tadah, you're done, simple as that.
The second way stated below is for people who do not have the Open File Location option.
Search "%appdata%" on your computer. Go to Local (it may bring you to roaming so just go back and then click on Local) > Roblox > Versions. From here you will see that there is two versions, find the one that has RobloxPlayerBeta and RobloxPlayerLauncher in it. From there you go to Contents > Textures and replace the GunCursor and GunWaitCursor with whatever custom cursor you have. Although this method is a bit harder then the first one it will give you the same results.
[HOW TO CREATE CUSTOM CURSORS]
I'm going to put this into another forum because I want this guide to be quick and simple.
Link: https://forum.roblox.com/Forum/ShowPost.aspx?PostID=206163867