re: Speaking of Mercury.
The current theory on Mercury’s high density, and large iron core (Mercury’s gravity is the same as Mars) is that it is because of where it was formed in relation to the Sun. The lighter elements were 'boiled' away from Mercury’s orbit.
It is believed that, like the Moon, Mercury has ice in craters around its poles. And this is for the exact same reason the Moon may have ice- comet water deposited in permanent dark areas.
When the human race has the technology, and the need, I suspect Mercury will become a valuable resource.