If you ant to change the cursor in the skin itself (not changing size in game) you will just have to change the size of the picture itself.
So first you need to find the
cursor in the skin folder and open it in some kind of program where you can
edit the picture. I just use paint.net for this.
Then you just
shrink it down to the size you want and save it in the skin folder. And then when you upen up the skin in osu the cursor should be smaller.
I hope this was to any help