Mercury might hold some research value but at what cost. I understand your desire to get out there and be more space experienced KNtoran, but we have barely been able to land on Mars. We still don't have bots that can survive on the moon.
Sending a bot to Mercury, a very hostile planet, seems a little out of our bounds in comparison the the data we might obtain. I'm not saying we shouldn't conceive it, but the huge amount of money that would go into a project like this might be better spent some were else.
NASA spacecraft now circling Mercury
NASA's spacecraft called Messenger successfully veered into a pinpoint orbit Thursday night after a 6 1/2-year trip and 4.9 billion miles and tricky maneuvering to fend off the gravitational pull of the sun. It is the fifth planet in our solar system that NASA has orbited, in addition to the Earth and the moon. Ref. Source 4
Mercury (Hover)