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1. add a mouse callback to your window.

   cv2.setMouseCallback('image',mousecallback)
   

2. in the callback function, run a point in polygon (cv.pointPolygonTest) test for each contour

   def mousecallback(event,x,y,flags,param):
       if event == cv2.EVENT_LBUTTONCLK: 
           for i in range(0,contours.size)
               r=cv.pointPolygonTest(contour[i],Point(y,x),False)
               if r>0:
                   print("Selected contour "+i)
   

I hope you get the idea. Note that the code is untested.

P.S. you might also use the path.contains_points() from the Matplotlib library. Check the mouse handling tutorial in opencv too!