Great answer Tysen - that is likely the problem here
When you are trying to Free Pick Coordinates, if the Free Snap is turned off, it will not let you pick free locations - that applies to when you are drawing things or Exploring Objects, or measuring between free points or defining a Surface Slice or a Cross Section location in the Template editor etc,
Typically you want to leave Free Snap on all the time but have it lowest in the priority list (so it picks it as the last resort if nothing else is in the pick aperture), and only turn it off if you are doing something that you absolutely do not want to pick a Free Location by mistake - This is why CAD Files are typically full of mistakes where drafts people have Free Snapped in AutoCAD or Microstation because they don't turn it off and they don't have the Snap that they actually need turned on - so they e.g. Miss End Point and get Free Point instead which is why lines don't join, cross over each other or have gaps where you don't want them.
Running Snaps are tremendously powerful but you do have to keep an eye on them and be aware of the fact that you turned a Snap Off that you may need. When you get good with them you will find that you become diligent at switching them On / Off as needed to get the desired results.
The Right Click Snaps do the same thing but for one process only they override the Running Snaps and add some additional COGO tools to help you compute what you need on the fly.
Hope that this helps and thanks Tysen for the Self Help here - appreciate the contribution
Alan