Não gera a bolinha azul. Pq. Mas meda na tela as coordenadas do mouse.

<canvas width="600"height="400"></anvas>

<script>

        var tela = document.querySelector("canvas");
        var pincel =tela.getContext ("2d");

        pincel.fillStyle = "grey"; 
        pincel.fillRect (0,0,600,400);

        function exibeAlerta(evento){

            var x = evento.page x - tela.offsetLeft;
            var y = evento.page y - tela.offsetTop;
            pincel.fillStyle = "blue";
            pincel.beginPath ();
            pincel.arc(x, y,10,0,2*3.14);
            pincel.fill();
            console.log( x + ","+ y);
        }

        tela.onclick = exibeAlerta;

</script>