Mercury is what is referred to as an "end planet" or a "superlative."  It is an extreme in nearly all of the characteristics it shares with the other terrestrial planets: Mercury is the smallest, the densest (when a correction for gravitational compression is made), and the one with the oldest surface.  Consequently, it is extremely important to our understanding of the characteristics of the other planets in the inner solar system.  By understanding the nature of this planet we can gain insight into how our own earth formed, how it evolved, and how it interacts with the sun.