CursorColumn is irrelevant, what you need to define is
Cursor, preferably with a background color different from
CursorLines's background color.
Cursorline has a dark gray background:
highlight CursorLine guibg=#303030
You can have a slightly lighter
highlight Cursor guibg=#626262
Vim's behavior may be different in a terminal emulator, though. As an example, whatever I do with
ctermbg, I can't make it look how I want in Gnome terminal: it's always in reverse video. Which makes it perfectly outstanding, actually. In rxvt-unicode, the background color of the cursor is always the one defined in
~/.Xdefaults, which can be whatever you want.