M-. (meta/alt-dot) calls cider-find-var)

assuming you mean jump to source file from a symbol...

or cider-find-ns assuming you want to jump to the specific namespace.

I've not used IntelliJ, but I'm guess alt-dot is what you want as I described above. AFAIK there's no mouse-click shortcut.

(assuming you're using vanilla emacs not spacemacs)

Yes, that's generally the equivalent. In spacemacs evil mode, you can use g d shortcut (go to definition) but it's the same cider-find-var command under the hood. Sometimes it's useful to list all files in a given library which you can do with cider-open-classpath-entry

Well, it doesn’t seem to work properly. g d goes into the library file from (:require) dir, but not from the alias. for example in case of: mount.core :as m. from mount it gets into the ns, but from m or m/some function.

I'm not following, could you explain it more clearly?