Mercury is the first and smallest planet in our Solar System. It is also the closest to our Sun, and whilst being in this position, it is not the hotest of the planets. This is thanks to Venus' atmosphere, which uses the greenhouse effect to trap heat, increasing the temperature significantly. 
This is juxtaposed to Mercury, as it has a very weak atmosphere, being too hot and light to carry one properĺy. Thus, it only has an exosphere, containing hydrogen, helium, oxygen, sodium, calcium, potassium and water vapor. 
Mercury's origins are so far only theoretical, but research has led to the following conclusions.
With a planetoid collision causing the planet to move closer and lose its crust and mantle. It was, however, strong enough to not be destroyed completely. 
Mercury is one of the four rock-based planets, and whilst being the smallest, even smaller than Ganymede or Titan, it is heavier than both due to its highly (70%) metallic and sillicate (30%) make-up. In fact, its density is the second highest in our Solar System.
The surface of Mercury is the least understood of all planets in our Solar System. All sources and knowledge come from a single flyby of the 1975 Mariner 10. This, however, is not constant, as new data is being annalyzed from the 2008 MESSENGER.
Mercury has a surface consisting of mountains, ridges, valleys and plains, similiar to Earth, except more chaotic, as Earth doesn't regularily feautre meteor impacts.
As well as having these basic features, it contains 9 overlapping volacanic vents on the southwest rim of the Caloris Planitia, with each being up to 8 km in diameter and being billions of years old.