Mercury is the least explored inner planet, and has had only 3 probes explore thee planet. Interest in Mercury in regards to sending spacecraft has always been low, but the unexpected results from Mariner 10 has renewed interest in the planet. Prior to the Mariner 10 observations, astronomers had thought that the planet simply revolved around the Sun in a highly elliptical orbit. The reason for this was the ground-based telescopes used to observe the planet; however, Mariner 10 provided data that clarified or contradicted many of their inferences.
For spacecraft sent to Mercury, serious consideration must be provided to placing that satellite into orbit. Inserting the spacecraft into orbit around Mercury will require a large fuel expenditure just to reach the necessary speeds. Moreover, the lack of an atmosphere hinders the use of aerobraking, thus requiring the use of other methods to insert into orbit around the planet.
As of 2015, the Mariner 10 and MESSENGER missions have been the only missions that have made close observations of Mercury. MESSENGER made three flybys before entering orbit around Mercury. A third mission to Mercury, BepiColombo, a joint mission between the Japan Aerospace Exploration Agency (JAXA) and the European Space Agency, is to include two probes. MESSENGER and BepiColombo are intended to gather complementary data to help scientists understand many of the mysteries discovered by Mariner 10’s flybys.
Launched by NASA in November 1973, Mariner 10 was a robotic space probe with the mission of flying Mercury and Venus. Mariner 10 became the first spacecraft to perform flybys of multiple planets. The mission objectives were to measure Mercury’s environment, atmosphere, surface, and body characteristics and to make similar investigations of Venus. Secondary objectives were to perform experiments in the interplanetary medium and to obtain experience with a dual-planet gravity assist mission. Mariner 10 would make several approaches to the planet Mercury, with the first close approach, detecting a magnetic field. The second close approach was primarily used for imaging, and at the third approach saw the collection of extensive magnetic data. This data would reveal that the planet’s magnetic field is much like Earth’s, which deflects the solar wind around the planet. More information on Mariner 10 can be found at the NASA website.
MESSENGER was a NASA robotic spacecraft that orbited the planet Mercury, studying Mercury’s chemical composition, geology, and magnetic field. MESSENGER entered orbit on March 18, 2011, becoming the first spacecraft to do so. Some of the more interesting finds were that the MESSENGER team announced that the probe had discovered large amounts of water present in Mercury’s exosphere, which was an unexpected finding. In the later years of its mission, MESSENGER also provided visual evidence of past volcanic activity on the surface of Mercury, as well as evidence for a liquid iron planetary core. The probe also constructed the most detailed and accurate maps of Mercury to date, and furthermore discovered carbon-containing organic compounds and water ice inside permanently shadowed craters near the north pole.
This mission to Mercury is to include two satellites: the Mercury Planetary Orbiter (MPO) and Mio (Mercury Magnetospheric Orbiter, MMO). Each orbiter has a distinct purpose: the MPO is to acquire images in several wavelengths to map the surface and exosphere composition of Mercury, and Mio’s is to study the magnetosphere. The BepiColombo mission will attempt to gather enough information to answer these questions: 
- What can we learn from Mercury about the composition of the solar nebula and the formation of the planetary system?
- Why is Mercury’s normalized density markedly higher than that of all other terrestrial planets, as well as the Moon?
- Is the core of Mercury liquid or solid?
- Is Mercury tectonically active today?
- Why does such a small planet possess an intrinsic magnetic field, while Venus, Mars, and the Moon do not have any?
- Why do spectroscopic observations not reveal the presence of any iron, while this element is supposedly the major constituent of Mercury?
- Do the permanently shadowed craters of the polar regions contain sulfur or water ice?
- What are the production mechanisms of the exosphere?
- In the absence of any ionosphere, how does the magnetic field interact with the solar wind?
- Is Mercury’s magnetised environment characterized by features reminiscent of the aurorae, radiation belts and magnetospheric substorms observed on Earth?
- Since the advance of Mercury’s perihelion was explained in terms of space-time curvature, can we take advantage of the proximity of the Sun to test general relativity with improved accuracy?
There was 1 cancelled scientific mission to the planet which was called the Mercury Observer, which was part of the Planetary Observer program. The aim of the program was for NASA to provide cheaper planetary orbiters by using Earth-orbiting satellite components and technology, using solar panels for power, and a common spacecraft bus platform for all Planetary Observer-class probes. Only one spacecraft of this class was eventually constructed—the Mars Observer.
Moe information about this mission can be found here.
Mercury did have an important role in the 1915 tests of relativity by Albert Einstein. As part of the 3 main tests of his new theory Albert Einstein said that the theory of relativity should be able to accurately predict the orbit oof Mercury, which had not been done by any other model of gravity.
A great video on the topic can be found below:
Information on Bepicolombo can be found here.
 = Ley, Willy (July 1968). “Interplanetary Communications”. For Your Information. Galaxy Science Fiction. pp. 116–124.
 = Munsell Kirk-editor (November 6, 2006). NASA: Solar System Exploration: Planet Mercury Archived September 29, 2006, at the Wayback Machine.
 = Ness, Norman F. (1978). “Mercury – Magnetic field and interior”. Space Science Reviews. 21 (5): 527–553. Bibcode:1978SSRv…21..527N. doi:10.1007/BF00240907
 = Lakdawalla, Emily (July 3, 2008). “MESSENGER Scientists ‘Astonished’ to Find Water in Mercury’s Thin Atmosphere”. The Planetary Society. Archived from the original on July 7, 2008.
 = “MESSENGER – Mission description”. NASA. Retrieved July 8,2013.