✓ Accepted answer
A click detector is located in a part or model, and you can only click said part/model.
Without mouse.target you could click anything and everything, and with no regards to distance, unless you implemented checking for that yourself.
A clickdetector is what is generally used, while you may want to use mouse.Target for advanced purposes.
Furthermore, a clickdetector is on the server, and again, only allows clicking of the object it is located in. This is what you usually want, to click one object
With mouse.Target, you first have to get their mouse, which means a local script or a tool, and then get mouse.Target, possibly implement distance checking, name checking, plus every player will need to have a localscript with the code to be able to click whatever you want clicked, adding to memory usage.
mouse.Target could be, and was, used, for example, to make buttons that would only open if the right player clicked them, but clickdetectors now give you the player who clicked them, making this unnecessary