The Arrow tool is the "normal" cursor, used to select items in the score. If you play a note on the screen keyboard using the Arrow tool you can hear the note without entering it into your music. (If you play a note with the cursor set to a note symbol tool that symbol will be entered into the staff at the current insertion point).
To restore the arrow tool either unselect the currently chosen tool by clicking on it again, or press the "\" key as a shortcut.