import numpy as np
import matplotlib.pyplot as plt

fig = plt.figure()
ax = fig.add_subplot(111)
ax.set_title('click on points')

line, = ax.plot(np.random.rand(10), picker=5, drawstyle="steps-pre")  # 5 points tolerance

def onpick(event):
    thisline = event.artist
    xdata = thisline.get_xdata()
    ydata = thisline.get_ydata()
    ind = event.ind
    points = tuple(zip(xdata[ind], ydata[ind]))
    print('onpick points:', points)

fig.canvas.mpl_connect('pick_event', onpick)

plt.show()