Is it possible that Mercury was originally the moon of Venus after a giant impact? Mercury looks like the Moon, and so it makes me think about a question: is it possible that Venus and Mercury were the a same planet originally, and a giant impact with that planet made it split into Mercury and Venus (like with the Moon and Earth)?
This was originally going to be a comment, but it ran too long, so I'm making it an answer.

Some models argue that the scenario of a satellite of Venus escaping like this is unlikely. Alemi &amp; Stevenson (2006) have explored the possibility of a prior Venusian moon, starting from the assumption that Venus would not have been able to avoid a giant impact. Here's their sequence of events:


A large body collides with Venus in a similar manner to the proposed Earth-Theia collision.
Debris from the impact moves outwards into a disk surrounding Venus,
A moon coalesces from the disk, and begins to slowly recede because of tidal acceleration.
Another large body hits Venus. It reduces Venus's angular momentum, reversing its rotation.
The moon spirals into Venus as it undergoes tidal deceleration, finally colliding with it again.


One of the tricky things about testing this model is that the authors say that there would not necessarily have been drastic composition changes, meaning that it would be hard to analyze the planet's surface and see if there is evidence supporting the double impact hypothesis. So far, there have not been tests.

It is certainly true that Venus could have suffered other impacts - the model does not preclude that. There are a couple problems with Mercury arising from such a collision:


Other impacts could have ended up with the same result as the original moon.
The chances of many more impacts aren't too high.
Solar tides would likely have destabilized the orbit of any moon larger than a few kilometers in diameter (see Sheppard &amp; Trujillo (2009)).
MESSENGER determined that Mercury has a high potassium/thorium ratio on its surface, which would seem to disprove any events involving extremely high temperatures, including any giant impact variant.


Of course, if we accept that Venus could have captured a moon, only the third objection remains - still a strong point against the survival of a satellite, even by itself.