After i die in my game, I return to main menu BUT the cursor doesn’t appear.

I have added a hide cursor script that hides the cursor during game play but it seems to be applied to the menu as well

Hide cursor:
public PlayerHealth playerHealth;
public float restartDelay = 5f;

Animator anim;
float restartTimer;

void Awake()
{
	anim = GetComponent<Animator>();
}

void Update () 
{
	if (playerHealth.currentHealth <= 0) 
	{
		anim.SetTrigger("GameOver");

		restartTimer += Time.deltaTime;
		if (restartTimer >= restartDelay) 
		{
			SceneManager.LoadScene ("Menu");
		}
	}
}

Any suggestions on how to turn it off when the player is in Menu?

You could do by just adding these two lines either after, or before the LoadScene() call:

Cursor.visible = true;
Cursor.lockState = CursorLockMode.None;

Or if you want to be much cooler, you could add a function which is called everytime a scene has been loaded, check if it’s the main menu scene and if yes, enable & unlock the cursor like this:

private void Awake () 
{
     SceneManager.sceneLoaded += OnSceneLoaded;
}

 private void OnSceneLoaded(Scene scene, LoadSceneMode mode)
 {
     if (scene.name == "Menu") 
     {
           Cursor.visible = true;
           Cursor.lockState = CursorLockMode.None;
     }
 }