Thank you for your question and reaching out.
The cursor's blue circle denotes background processing. For instance, when you launch Edge, it starts some processes in the background to ensure peak performance, hence the circle. Rest assured that's fine and you don't need to do anything.
then access the Control Panel. Uncheck the box next to "Show location of pointer when I press the CTRL key" under the "Pointer Options" tab. For your computer to save the changes, click "Apply" and "OK."
--If the reply is helpful, please Upvote and Accept as answer--