How do I click an object and have it go to another object

Detecting clicks on objects can be done by using the OnMouseDown function or Raycasting.

Moving objects towards another can be done by translating towards direction of target (target position - object position), lerping or using other move algorithms inside the Vector3 struct or the Mathf collection.

Edit: Regarding your previous statement,

holy crap.. so I thought learning this would be step one.. tell me an example of on mouse down target position - object position.. that might help

It might sound overwhelming at first if you're not used to scripting/programming. Unity has plugins for more visual scripting if you rather get familiar this way with making games. Scripting-wise there's actually a lot of help in the documentation's script samples, descriptions and their derived behaviors. Having a look at the OnMouseDown function tells us that this function only works for objects with colliders and GUI-elements and it doesn't work for iPhone. Hence the Raycasting solution which is more controllable. Moving an object from a position towards another is the next step, doing this needs some sort of algorithm that moves an object towards another over time, luckily Unity provides us with a couple of them. You can use this script at the bottom of the page to try them out and see how they work. There you also have movement code (for several positions in a row).

There's no exact correct way of doing this as it differs from the needs of the game, but to make the magic happen - here's a general example of how to select and move objects:

SelectAndMoveObject.js

 #pragma strict
 
 var layerMask : LayerMask; //What types of objects should be able to move?
 var targetTransform : Transform; //Where do we move the objects?
 var parentToTarget : boolean = true; //Do we parent the object to target?
 var distance : float = 10.0; //How far away can we select objects?
 var timeToMove : float = 2.0; //How long does it take to move the object?
 
 private var moveTransform : Transform; //The selected transform that we currently move
 private var cam : Camera; //The camera we use to shoot raycasts
 
 function Start () {
     cam = Camera.main; //Assigns the main camera
 }
 
 function Update () {
     //If we press left mouse button try to grab that object
     if (Input.GetButtonDown("Fire1")) GrabObject();
 }
 
 function GrabObject () {
     //Construct a ray from mouse position in camera
     var ray : Ray = cam.ScreenPointToRay(Input.mousePosition);
     
     //Construct the variable that holds the raycast out-info
     var hit : RaycastHit;
     
     //Shoot that ray out into the scene, if it hits something the value returns true with out-info
     if (Physics.Raycast(ray, hit, distance, layerMask)) {
         if (moveTransform!=null) ReleaseObject(moveTransform);
         moveTransform=hit.transform;
         MoveObject(moveTransform);
     }
 }
 
 function MoveObject (t : Transform) {
     //Moves object towards position while conditions are met, first see if the object uses physics
     var rb : Rigidbody = t.GetComponent(Rigidbody);
     if (rb) rb.isKinematic = true;
     if (parentToTarget) t.parent = targetTransform;
     var timeStamp : float = Time.time;
     var posStamp : Vector3 = t.position;
     while (t==moveTransform && Time.time<timeStamp+timeToMove) {
         t.position =  Vector3.Lerp(posStamp, targetTransform.position, (Time.time - timeStamp)/timeToMove);
         yield;
     }
 }
 
 function ReleaseObject (t : Transform) {
     //Releases object when new object is selected
     var rb : Rigidbody = t.GetComponent(Rigidbody);
     if (rb) rb.isKinematic = false;
     if (parentToTarget) t.parent = null;
 }

I tried to explain most of it in comments but of course feel free to ask questions.