One difficulty with mercury is that its magnetic field is about 100x smaller than earth's. This means much less shielding from cosmic rays for the same incident

One difficulty with mercury is that its magnetic field is about 100x smaller than earth's. This means much less shielding from cosmic rays for the same incident flux. Since it's about twice as close to the sun as earth, its sitting in 4x the radiation field. Not insurmountable if you can dig down, but less of an issue further out in the solar system