So I switch it to fullscreen, now my mouse cursor is gone, and I can't do anything on the menu of the game other than alt+tab out and end the program.

Still considered closed beta, they probably working on it because alot of people have this problem.

" @CL60: Yeah, had this same problem. Had a hell of a time changing the settings back when I couldn't see my cursor. "

Set it to start in windowed mode.  Then when a game starts press Alt+Enter.  

Yeah, Christ.  Not to mention all of the other glitches I had.  I had a glitch where all the geometry above ground level (Sidewalks, houses, etc) were all a foot and a half or so off the ground, just floating there.  There were several other glitches as well, but I honestly don't remember what they were at this point.