Ray not hitting any object

I’m following a simple tutorial, but I can’t seem to get the ray to hit an object.

	Debug.Log( "Mouse Position: " + Input.mousePosition );

	Ray ray = Camera.main.ScreenPointToRay( Input.mousePosition );

        if (Physics.Raycast(ray))
        {
            Debug.Log("Hit something!");
        }

I do get the mouse position back, however, I’m not hitting any object even though there clearly are objects in the game window.

Is there something that I’m doing wrong or I should check for?

“though there clearly are objects in the game window”
Renderers and Colliders. Two completely unrelated things. Just because you can see something on the screen, doesn’t mean you can hit it with raycast.
Make sure your object has a collider attached.