Ok guys, I will like to know what programming language, javascript or flash to do these;

Play a video and when a user clicks a part of the video they get marked.
My guess here is flash but not sure how to go about it.

Please any web links that you know and think can help is greatly appreciated.

Thanks in advanced.

Yes, Flash would be good - You could try Silverlight; don't know much on that though. Might need JavaScript (not sure). What do you mean

they get marked.

Flash is the best option to create such games as you ask.. there are number of tutorials available and even ready made .fla files ready. You can use that if you like.. Enjoy Coding..

Do you need to store data (the clicks)?

This tutorial might be helpful for storing data, the example goes through how to save data from form fields, but it can be used in the same way for hotspots on your video using predefined value.
http://www.flash-db.com/Tutorials/savingAS3/