Getting the position of the mouse in 2D Space?

http://docs.unity3d.com/Documentation/ScriptReference/Input-mousePosition.html

The example from that page should be close to what you need:

 var particle : GameObject;
 function Update () {
     if (Input.GetButtonDown ("Fire1")) {
         // Construct a ray from the current mouse coordinates
         var ray : Ray = Camera.main.ScreenPointToRay (Input.mousePosition);
         if (Physics.Raycast (ray)) {
             // Create a particle if hit
             Instantiate (particle, transform.position, transform.rotation);
         }
     }
 }

But instead of just Physics.Raycast (ray), you'll want one of the other versions of Physics.Raycast which gives you hitInfo, so you can find the point where the ray hits.

Camera.main.ScreenPointToRay(Input.mousePosition);

Input.mousePosition will return the position of your mouse in 2D space (x, y)

Moving an object that belongs to 3D space, there, is another story: You should use the screen to world point function so as to translate the position of the mouse to a point into 3D space.