This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
Siddhart @Override is an annotation that describes that the method on which it is put, overrides a method from a super-type. If the method doesn't override any method from a super-type, then there will be a compilation error.
I think you have already had a good explanation on the stackoverflow website which Satya Maheshwari quoted.
What a name for a website-stackoverflow!
There is an explanation in the Java Tutorials which is worth reading, and the answers on stackoverflow were useful.
Remember: the commonest reason for not correctly overriding a method is a simple mistake: find the MouseAdapter class and try a new class which has the MouseClicked method in. If you are not aware of the mistake you can spend hours and hours failing to work out what has gone wrong (I have seen that sort of error several times here on the Ranch).
I was a bit surprised that people on stackoverflow said you get errors because the superclass interface has been changed. That sounds like very bad practice: once a class has been deployed you mustn't alter any parts of its public interface, except maybe by adding new methods.