Mercury has a planet called after him too, a very small one, so close to the sun that we only see it just after sunset or before sunrise.  I believe Mercury or Hermes really meant the morning breeze.  The story went that he was born early in the morning in a cave, and after he had slept a little while in his cradle, he came forth, and, finding the shell of a tortoise with some strings of the inwards stretched across it, he at once began to play on it, and thus formed the first lyre.  He was so swift that he was the messenger of Jupiter, and he is always represented with wings on his cap and sandals; but as the wind not only makes music, but blows things away unawares, so Mercury came to be viewed not only as the god of fair speech, but as a terrible thief, and the god of thieves. You see, as long as these Greek stories are parables, they are grand and beautiful; but when the beings are looked on as like men, they are absurd and often horrid.  The gods had another messenger, Iris, the rainbow, who always carried messages of mercy, a recollection of the bow in the clouds; but she chiefly belonged to Juno.