pip install mplcursors

import matplotlib.pyplot as plt
import numpy as np
import mplcursors

data = np.outer(range(10), range(1, 5))

fig, ax = plt.subplots()
lines = ax.plot(data)
ax.set_title("Click somewhere on a line.\nRight-click to deselect.\n"
       "Annotations can be dragged.")

mplcursors.cursor(lines) # or just mplcursors.cursor()

plt.show()

import matplotlib.pyplot as plt
import numpy as np
from mpldatacursor import datacursor

ax=plt.gca()
labels = ["a", "b", "c"]
for i in range(3):
  ax.plot(i, i,'o', label=labels[i])

datacursor(formatter='{label}'.format)
plt.show()

import matplotlib.pyplot as plt
import numpy as np
import mplcursors

ax=plt.gca()
lines = ax.plot(range(3), range(3), "o")
labels = ["a", "b", "c"]
cursor = mplcursors.cursor(lines)
cursor.connect(
  "add", lambda sel: sel.annotation.set_text(labels[sel.target.index]))

plt.show()

import matplotlib.pyplot as plt
import numpy as np
import mplcursors

ax=plt.gca()
lines = ax.plot(range(3), range(3), "o")
labels = ["a", "b", "c"]
cursor = mplcursors.cursor(lines)

@cursor.connect("add")
def on_add(sel):
  sel.annotation.set_text(labels[sel.target.index])
plt.show()