Ryo7: There's a cursor when you talk to people. You use it to select an answer/question/topic.
You're probably thinking of something else. Zoidberg is talking about the mouse cursor.
It seems to me Zoidberg is asking about a cursor that is always displayed in game, as in a cursor that would allow you to be precise about what you're selecting, be it an npc from a crowd to start a coversation or a container from a stack to loot, and there isn't one, you have to rely on the inacurrate directional floaters to select stuff.