I just set up a new blank game and it would seem that the default cursor is the walk to cursor, and that it works immediately without cycling, so I don't know what's going on there. I'd suggest changing your walk mouse cursor graphic to something different to the rest to see which mode comes up first. If it isn't walk, there's a function in the global script called game_start(), and you can write mouse.Mode=eModeWalkto; in there.