I use one of Apple’s 27″ Thunderbolt displays (which I wish they would update to retina) on my desktop. Given the size of the display, I found that it was easy to lose track of where the cursor is. There’s a little-known setting in OS X that lets you change the size of the cursor from the default tiny to humongous, or anywhere in between.
Go to System Preferences > Accessibility, and click on Display.
Slide the Cursor Size slider to the right. Normal is the default tiny cursor size; Large is pretty darn big. As you can see, I don’t increase it a lot, just enough to make it a tad more visible. Try different sizes and see if it helps you spot the cursor more easily.