if mouseclick()=1
if mousex()>sprite x(sprite) and mousex()<sprite x(sprite)+sprite width(sprite)
if mousey()>sprite y(sprite) and mousey()<sprite y(sprite)+sprite height(sprite)
mouse collision with sprite
endif
endif
endif
Alternatively, you can have a sprite placed at mousex(),mousey(), something like a pixel, and check for collision between the mouse sprite and the target sprite.
if sprite collision(CursorSprite,TargetSprite)=1 then ...
Checking sprite collision against 0 will return the number of any sprite.
if sprite collision(CursorSprite,0)=The number of the sprite you clicked on.