GameManager.cs

using System.Collections;
using System.Collections.Generic;
using UnityEngine;

public class GameManager : MonoBehaviour {

    private void Awake(){
        Cursor.visible = false;                                                    //set the cursor visible to false on awake
        Cursor.lockState = CursorLockMode.Locked;                                  //and lock the cursor on awake also
    }

    // Use this for initialization
    void Start () {
        DontDestroyOnLoad(this);                                                  //don't destroy this gameobject when loading a new scene
	}

	// Update is called once per frame
	void Update () {

	}
}