If you double-click somewhere on a map, you can then click on "link to this page", and pull out the "ll" parameter:
...&ll=41.631867,-87.138062&...This is coordinates that you clicked on. You can copy-and-paste this into the Google Maps search box, which will make a flag pop up there.
You can add some text in parentheses, and that text will be used in the pop-up description.
more info on Google Maps parameters
Oh! The above is incorrect. The ll= parameter is merely the CENTER OF THE DISPLAYED MAP, and may not always be the place that you clicked at.
This webpage is a much more reliable way to get Google Maps coordinates.