I doubt there would be much of an effect on anything. Something like that is unlikely to interact much with the Sun's magnetic fields (so it wouldn't cause any

I doubt there would be much of an effect on anything. Something like that is unlikely to interact much with the Sun's magnetic fields (so it wouldn't cause any solar flares). It would probably produce a relatively large sunspot. Comet Shoemaker-Levy produced observable spots on Jupiter and the relative mass of Mercury to the Sun is much larger than Shoemaker-Levy to Jupiter (and the relative diameter is much larger as well). I bet that there would be a measurable increase in the metallicity immediately after impact. This would last probably about an hour before convection caused the debris from the planet to be spread evenly throughout the Sun's convection zone (at which point it would be unobservable).