Animated mouse cursors are an improvement over the standard static cursor – call it the cursor 2.0 of cursors 
Animated cursors normally have a file prefix of .ani
Some cool examples of animated creativity with the mouse cursor is
a bomb where when you click the bomb explodes
a lightsaber where when you click, the lightsaber glows or extends out
a fairy where when you click, spreads a bit of fairy dust.
You get the picture, there’s so much you can do once you add a few frames to the cursor and pump in some animation!