I think it’s a good idea, on HTML forms, to focus the cursor on the first field on the form. This means users won’t have to click in the field before starting to fill in the form.
I think it’s a bad idea to have the cursor automatically jump from section to section of multi-part fields, like area code and telephone number. While this might seem like “doing the user a favour,” it’s disconcerting, and because we’re all used to using TAB to jump from field to field, we’re more likely to jump one field too far. It also causes problems with making corrections.
Air Canada is the worst offender here: their prompt for a 3-part Aeroplan number is programmed to automatically jump from part to part as it’s entered.