I see however that the Greeks had named it long ago here:
The Greeks gave it two names: Apollo for when it appeared as a morning star and Hermes when it came as an evening star.
In Roman mythology (adapted from the Greeks) Mercury is Roman counterpart of the Greek god Hermes, the messenger of the Gods.
Actually... wikipedia wrote this:
The first telescopic observations of Mercury were made by Galileo in the early 17th century. Although he observed phases when he looked at Venus, his telescope was not powerful enough to see the phases of Mercury. In 1631 Pierre Gassendi made the first observations of the transit of a planet across the Sun when he saw a transit of Mercury predicted by Johannes Kepler. In 1639 Giovanni Zupi used a telescope to discover that the planet had orbital phases similar to Venus and the Moon. The observation demonstrated conclusively that Mercury orbited around the Sun.
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