Does Mercury offer any protection from the solar wind? I (naively) expect the solar wind intensity to go as the inverse-square of distance, and I know that surviving the solar wind on Mars is a big challenge, given the lack of a magnetosphere there. I expect the difficulty would be worse by many orders of magnitude on Mercury? Not to mention that you have to survive six years with no protection just to get there; just surviving the trip to Mars is a challenge.
If you wanted to build a habitation on Mercury, you'd either build a mobile one that stays on the dark side of the planet, or you'd stay in always-shaded areas at the walls of craters. So you're shaded from the solar wind by rock.
You actually wouldn't have to do either of those. There's actual frozen ice on Mercury's poles, which means you have a relatively temperate environment, plenty of sunlight for energy, and water.
The atmosphere and gravity situation on the other hand are about the same as Mars.
The ice around Mercury's poles is in permanently shadowed craters. The polar aspect is what allows there to be substantial permanently shadowed areas (because the sun never rises high in the sky).
