The selection of multiple objects is possible today when the shift key is pressed. (It works also with alt but likely as a side-effect of traversing the z-order of stacked objects). It would be helpful when the cursor reflects the state by adding a small plus decoration to it.
This is primarily a question for Draw an Impress but actually relevant for all modules.
Created attachment 126484 [details]
Cursor for selection in GIMP
Example how the cursor looks like in GIMP. Despite the fact that the cursor does not follows the system default, the small + at the upper right corner indicates that shift is being pressed (also written in the status bar).
Custom cursors are located in vcl/win/src/* and vcl/osx/res/cursors/*; would also need to provide one for Linux
No objection to this proposal so removing UX advice.