Sorry I have no idea what's wrong, but a few things. Are you using Linux or Windows? (that might help some people)
Also I know someone that had a similar problem but their cursor was not invisible but it was visibly lower down on the screen than the game actually thought it was, so you had to click underneath things to actually click on the thing. We just ended up restarting ZK and trying a few things (moving mouse around a lot while it started, or didn't move the mouse at all (forgot which one worked)) oh and they were using linux, and their computer seems to have that problem with every game not just ZK.
Hopefully someone can help you!