Be creative, imaginative...think about it! Pixels on a webpage cannot change color, but elements can. So wherever the mouse is clicked, it sounds like you want to create an element (e.g. div, span, img, whatever) that is a 1x1 or 2x2 or 3x3, or whatever size you want it.
So what you need to look for when searching is:
1) How to get the position of a mouse click on the screen
3) How to use CSS to position the element created in #2 where you want it.