Mercury is a planet. The nearest planet to the sun, Mercury has little to do with the colonization of Mars, at least in the short term.
As Mercury is deep in the Sun's gravity well, the energy to move materials from Mercury to Mars is very high. However, Mercury could eventually serve as a source of power for the solar system, as the solar flux is very high at its surface. Beamed power could be sent to other planets in the solar system from Mercury's surface, although this might best be achieved using solar orbital power stations.
If mass drivers ever become common in the solar system, making the energy to transfer material from one gravity well to another a trivial cost, Mercury might serve as a mining resource. It has a very high density, and material from the core might be more easily accessible than for other planets.
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