I've looked at a few tutorials on picking and the Unproject method, so I have an idea of how this is supposed to work. My method does give me back a mouse position, it's just incredibly wrong. A position at 0, 0, 0 would end up to be something like 36, -1, 65.

 public Vector3 FindWhereClicked(MouseState ms)
    {
        Vector3 nearScreen = new Vector3(ms.X, ms.Y, 0);
        Vector3 farScreen = new Vector3(ms.X, ms.Y, 1);
        Vector3 nearWorld = device.Viewport.Unproject(nearScreen, cam.proj, cam.view, Matrix.Identity);
        Vector3 farWorld = device.Viewport.Unproject(farScreen, cam.proj, cam.view, Matrix.Identity);

        Vector3 direction = farWorld - nearWorld;

        float zFactor = -nearWorld.Y / direction.Y;

        Vector3 zeroWorldPoint = nearWorld + direction * zFactor;

        return zeroWorldPoint;
    }



Variables grabbed from the camera method


  public ThirdPersonCam()
    {
        proj = Matrix.CreatePerspectiveFieldOfView(0.78f, 1.7777f, 1f, 10000f);
    }

    public void CameraUpdate(Matrix objectToFollow)
    {
        Vector3 camPosition = objectToFollow.Translation + (objectToFollow.Backward * 10) + (objectToFollow.Up * 2);
        Vector3 camTarget = objectToFollow.Translation;

        view = Matrix.CreateLookAt(camPosition, camTarget, Vector3.Up);
    }

Is the problem coming from my camera? Or from my FindWhereClicked method?

The code I have was taken from a tutorial I found lol. It looked alright in theory... So with my method I should be returning a ray instead of a Vector3?

Yes. When your mouse points at one pixel, in the 3d world it's pointing at it actually covers a line (or ray).

With the ray you received you can now calculate intersections with objects or planes to achieve what you probably really want: The first solid object under the mouse.

There's going to be a lot of things done eventually. Right now, I'm just trying to place blocks like you would in Minecraft, having them snap to a grid somehow on top of other blocks. But eventually the mouse will be used for a user interface and for the player. The player will be able to choose a spot on the map in front of them and fire a bolt or some kind of projectile. These all seem like things that could be done with a simple ray though. There won't be any clicking and dragging to select more than one object or anything like that. I think I'm pretty much just having the mouse intersect with points on the map is what I'm trying to get at. At those points, something will happen once the mouse has been clicked