The team are aware of a number of players that are having issues in which the mouse is not locking to the screen during gameplay. As a result of this players looking up and down in gameplay may find their taskbar appear.
Please follow the below steps to resolve your issue:
1. Press the Windows key
2. Type User Account Control and press enter
3. Press OK as illustrated on the image below.
4. Reboot your PC.
Your mouse cursor issue should now be resolved.
RARE do not recommended lowering your security settings for whatever reason. Please create a ticket to the Sea of Thieves Support team should your issue not be resolved.