tmux 2.1, released in October 2015, removed mode-mouse, mouse-resize-pane, mouse-select-pane, and mouse-select-window and replaced all four with one boolean: 'set -g mouse on'. Configs written for 1.x fail to load with 'unknown option: mode-mouse', and because tmux aborts the config file at the first error, later settings never apply.
With mouse on, dragging selects text inside tmux's own copy mode rather than the terminal emulator's selection, which is what surprises people next. Holding the terminal's override modifier, Option on macOS Terminal and iTerm2 and Shift in most Linux terminals, bypasses tmux and gives the native selection back.
Mouse wheel scrolling enters copy mode automatically in 3.x. If a full-screen program such as less or vim should receive the wheel events instead, that is controlled by the alternate-screen option, which is on by default and passes the events through to the application.