I had thought of a label but I want to have more than one line.
Labels can have multiple lines.

Code:
Private Sub Form_Load()
    With Label1
        .AutoSize=True
        .BackStyle = vbTransparent
    End With
End Sub

Private Sub Form_MouseMove(Button As Integer, Shift As Integer, X As Single, Y As Single)
    Label1.Caption = "X: " & X & vbNewLine & "Y: " & Y
End Sub