From Halopedia, the Halo wiki
Mercury is the smallest and innermost planet in orbit in the Sol system. A small, terrestrial planet, Mercury is a barren world with virtually no atmosphere. Mercury's close proximity to Sol makes for an often hot environment on the planet; the planet's heat and small size prevent Mercury's gravity from retaining any significant amount of atmosphere.
Due to Mercury's harsh nature, the planet is of little use to the United Nations Space Command. Despite this, humanity has established antimatter production and solar research facilities at Mercury.
List of appearances