Difficult to observe
Being the innermost planet of the Solar System, it always appears too close to the Sun. While the golden time for astronomical observations is at night, Mercury sets and rises in the sky nearly together with the Sun.
Hard to reach
Mercury is actually more difficult to reach. According to some estimates, it would take less energy to get to the dwarf planet Pluto than it takes to get to Mercury. The reason for that is Mercury’s closeness to the Sun. A spacecraft aiming to not only fly past Mercury while in orbit around the Sun but to enter into orbit around the planet directly, has to constantly brake against the gravitational pull of the star.
Too hot to orbit up close
Not only is sunlight around Mercury about 10 times more intense than near Earth, the planet’s scorched surface also radiates heat back to space. As a result, MPO will have to endure temperatures of up to 450°C, hot enough to melt lead.
https://www.esa.int/Science_Exploration/Space_Science/BepiColombo/Three_reasons_why_we_know_so_little_about_Mercury#%3A~%3Atext=The+reason+for+that+is%2Cgravitational+pull+of+the+star.