If you've marked a square as a mine, you probably don't want to click it, because if you marked it incorrectly, you'll lose (or at least use up an allowed mistake). For that reason, by default, clicking a square you've marked as having a mine does nothing; if you decide that you were wrong in marking it, you have to unmark it before you can uncover the square. However, you can turn this behavior off, so that you can click a square you've marked as having a mine, and risk losing.