I have been trying to import a CSV file into QGIS 3 on Linux. I end up with all my points at 0 lat and 0 long, off the coast of Africa. They should be in Florida. I cannot find this same issue in the forums. I have specified my X and Y, defined the geometry, and switched these around. I tried importing as degrees, minutes, seconds. I get the message that this layer has no projection specification, but I have one selected? What do I need to do?
Your data is unprojected, that means that it is in latitude and longitude. Many coordinate systems are projected, which means these coordinates are transformed in various ways to a flat plane. During this mapping, the coordinates will change to be in a coordinate system with a different 0 point (in both X and Y), and the space between the increments of X and Y will be different.
Since your data is unprojected, and therefore still in latitude and longitude, you need to change the coordinate system of your layer to be in an unprojected coordinate system. You should check to see which coordinate system your data was measured in, but WGS84 (EPSG:4326) (not to be confused with WGS84 Pseudo Mercator (EPSG:3857), which you have selected) would be a good first guess.