This post might be a good place to start; though in your case the hack code can probably be condensed to:

Code:

Point mouse;
  
void setup() {
  size(100,100);
}

void draw(){
  mouse = MouseInfo.getPointerInfo().getLocation();  

  println( "mX is " + mouse.x + " and mY is " + mouse.y );
} 

How do you plan to store the mouse tracking  Presumably a PGraphics object that's the size of the user's screen

As for privacy issues: I'm not sure I'd have too many concerns about my mouse movements being tracked - without corresponding information on what applications I had open and the positions of the windows I'm not sure you'd get a huge amount of sensitive information from it (keyboard logging however is a very different matter)...  And if the intention is for the sketch to be minimised, why not simply display a message in the sketch window itself...