How to change the cursor style on a web page?

Using the CSS cursor property.

Examples of values:

• auto: Cursor is determined by the context.
• default: Default cursor (usually an arrow).
• pointer: Pointer finger (for interactive elements).
• text: Text cursor (vertical line).
• wait: Waiting cursor (hourglass or indicator).
• help: Help cursor (question mark).
• move: Move cursor.
• not-allowed: "Not allowed" cursor (crossed circle).
• <url>: Use of a custom image.

Example of usage:

/* Change cursor for all links */
a {
  cursor: pointer;
}

/* Use a custom image */
.custom-cursor {
  cursor: url('path/to/image.cur'), auto; /* Image URL and fallback */
}

Use .cur or .ani format for custom cursors, along with a fallback from standard values to ensure cross-browser compatibility.