Jos wrote: I don't get an arrow at all when I move the cursor across the reply box...

When your cursor moves into the reply box it should change to the I-shaped 'text select' cursor which you can see in the 4th image down on this page. Then when you click that should disappear and the blinking(?) | text-position cursor should appear on the end of any text already there.

Maybe you get a delay - similar to what Joe gets with links.