On Any Operating System, files must be in their proper place and order.
Unlike Windows, on Linux, you have Full Control over this.
To install a custom Icon theme or Cursor them, create a new folder in your Home Folder for it.
Shorthand for /home/$USER/ directory is the "tilde" sign: ~
so, Home = ~
Right click an open area in your hole folder, select
Create a new folder and name the new folder
Cursor themes and Icon themes both go in ~/.icons
Now that you have the proper place for it...
I do not recommend one, since this is a huge variable that depends on your own preferences and tastes.
Our tastes may be very different, without anything being wrong with either one.
You can peruse many different Cursor themes:
Once you select one that you want; extract the file with Right Click - and extract it into the .icons directory you created for it.
You can then select the cursor theme with a tool:
Open the terminal and install the GUI tweak tool with
sudo apt install gnome-tweaks
Once installed, search
tweaks in the app menu and launch it.
Go to the Mouse Tab on the left and you can select the Cursor theme from that window.