change mouse icon

is it possible to change mouse icon in opengl?

Yes.You can load an RGBA texture and use from the alpha testing and/or blending to draw the texture of your icon . the X and Y positions of your mouse specify the position of your texture. But before you draw your texture, you should convert the y coordinate of your mouse to the y coordinate of OpenGL.
-Ehsan-

Typically the mouse cursor shape is controlled by your windwing system and OS

So you should be able to simply call the relevant function for your windowing API