Give some context. It's not clear what you want, what vecMesh[i][j] is and what this is referring to.

In general this refers to the object instance it's in. So inside the main sketch, this mean the PApplet instance. Inside a Spaceship object, this means the Spaceship instance, etc. It can only be used with regard to a PVector (subtype) if your class extends PVector and you call a method inside the object instance of this class.

I'm assuming you're going over all PVectors and want to exclude doing something to the current vector. Then you have to do two things:

1. Pass the actual reference to the PVector you want to exclude in this run
   
2. Use !equals instead of != (the latter can only be used on primitive data types, PVector are objects)

So you probably need something like:

1. ... if (!vecMesh[i][j].equals(v)) ... // where v is the current PVector

amnon.owed gave a good explanation, but I have to give some more information.
== works for objects. But not necessarily as most beginners think. For example, it generally doesn't work to compare strings, except in some cases. When in doubt, .equals() is to be preferred.
What == does is to compare object references, something similar to their address in memory, or some unique identifier of the instance. So it is true only if you really compare two references to the same instance.
Examples:
x = new Stuff();
y = new Stuff();
You will never have x == y, even if the content of their fields is identical.
Now, if you do:
for (int i = 0; i < l1; i++)
  Stuff a = someArray[i]; // someArray is Stuff[]
  for (int j = 0; j < l2; j++)
    if (someArray[j] == a) // true if i == j, actually
it can work. But as I wrote above, it is simpler to compare the indexes...

I write that, because actually x.equals(y) can work even for different instances (that's the point of this method): it works if the content of the fields are identical. In the case of PVector, it works if the three coordinates are identical to those of the other vector.

Note that equals isn't automatic: by default, it just compare the references, so it is identical to ==
If you create a new class, you have to define it, to indicate which fields to compare. For example, you can compare two game entities, and decide they are identical if they have the same position, regardless of their color. Or same size and color, regardless of their position. Etc.

Thank you for both of your responses and for taking the time to explain this matter in such detail. I hadn't been aware of the .equals() function before and have done some reading up on this now. I get it now. Yes, I was trying to loop through all PVectors and trying to compare distances, excluding the current PVector.