I can't play fullscreen, there is no mouse pointer.

logfile: " TAssetLoader Failed to load levels " (?)

Sorry to necro, but I thought I should chime in here:

I found a fix, for anyone else who uses f.lux. I had noticed this with a few other fullscreen programs, f.lux causes the cursor to disappear.

To fix on Windows, there are 2 options:

1) disable f.lux while playing the game:
right-click f.lux in the system tray -> Disable -> either "when using The Tiny Bang Story" or "for fullscreen apps" (global)

2) disable software mouse cursor/enable hardware cursor, while still allowing f.lux to work... Unfortunately this will give you a honking bright white cursor!
right-click f.lux in the system tray -> Options and Smart Lighting -> Features and Notifications tab -> under "Tuning", uncheck "Software mouse cursor when needed"

Hope this helps anyone else who forgets about f.lux quietly running in the background!

omg thank you, I kept troubleshooting this off and on for months but never thought to check this