The exploration of Mercury has a minor role in the space interests of the world. It is the least explored inner planet.  As of 2015, the Mariner 10 and MESSENGER missions have been the only missions that have made close observations of Mercury. MESSENGER made three flybys before entering orbit around Mercury.  A third mission to Mercury, BepiColombo, a joint mission between the Japan Aerospace Exploration Agency (JAXA) and the European Space Agency, is to include two probes. MESSENGER and BepiColombo are intended to gather complementary data to help scientists understand many of the mysteries discovered by Mariner 10's flybys.
Compared to other planets, Mercury is difficult to explore. The speed required to reach it is relatively high, and its proximity to the Sun makes it difficult to maneuver a spacecraft into a stable orbit around it.  MESSENGER was the first probe to orbit Mercury.
Few missions have targeted Mercury because it is very difficult to obtain a satellite orbit around the planet. Mercury orbits the Sun very quickly (between 24.25 miles per second (39.03 km/s) and 30 miles per second (48 km/s)), so spacecraft must be travelling very fast to reach it. Mercury's close proximity to the Sun means that spacecraft are accelerated even further by the Sun's gravitational pull, requiring significant fuel expenditure in order to decelerate for orbit insertion.  Mercury's lack of an atmosphere  poses further challenges because it precludes aerobraking. Thus a landing mission would have even more demanding fuel requirements. 
Mariner 10 was a NASA probe whose primary objective was to observe the atmosphere, surface, and physical characteristics of Mercury and Venus. It was a low-cost mission completed for under $98 million.  Mariner 10 was launched at 12:45 am EST on November 3, 1973, from Cape Canaveral.  Since Mercury is so close to the Sun it was too difficult to incorporate an orbit around Mercury in the route so Mariner 10 orbited the Sun. In order to reach its destination, the satellite was accelerated with the gravity field of Venus. It then passed close to Mercury on March 29, 1974, as it flew towards the Sun. This was the first observation made of Mercury at close range. After the encounter Mariner 10 was in an orbit around the Sun such that for every one of its orbits Mercury made two, and the spacecraft and the planet would be able to meet again. This allowed the probe to pass by Mercury two additional times before completing the mission; these encounters were made on September 21, 1974, and March 16, 1975. However, since the same side of Mercury was illuminated during each of the flybys, at the conclusion of the mission Mariner 10 had only photographed 45% of its surface. The mission ended when the probe's attitude control gas ran out on March 24, 1975. As the spacecraft was no longer controllable without its nitrogen gas thrusters, a command was sent to the probe to shut down its transmitter. 
The close observations collected two important sets of data. The probe detected Mercury's magnetic field, which is very similar to Earth's. This was a surprise to scientists, because Mercury spins so slowly on its axis. Secondly, visual data was provided, which showed the high number of craters on the surface of the planet.  The visual data also allowed scientists to determine that Mercury had "not experienced significant crustal modification”.  This also added to the mystery of the magnetic field, as it was previously believed that the magnetic fields are caused by a molten dynamo effect, but since there was little crustal modification this undermined that idea. The visual data also allowed scientists to investigate the composition and age of the planet. 
MESSENGER (Mercury Surface, Space Environment, Geochemistry, and Ranging) was a NASA orbital probe of Mercury. It was launched from Cape Canaveral on August 3, 2004, after a one-day delay due to bad weather.   It took the probe about six and a half years before it entered orbit around Mercury. In order to correct the speed of the satellite it undertook several gravitational slingshot flybys of Earth, Venus and Mercury. It passed by the Earth in February 2005 and then Venus in October 2006  and in October 2007. Furthermore, the probe made three passes of Mercury, one in January 2008, one in October 2008 and one in September 2009, before entering orbit in 2011. During these flybys of Mercury, enough data was collected to produce images of over 95% of its surface.
MESSENGER used a chemical bi-propellant system both to reach Mercury and achieve orbit.  MESSENGER's scheduled orbital insertion took place successfully on March 18, 2011. The mission was scheduled to end sometime in 2012, when it was estimated that there would no longer be enough fuel to maintain the probe's orbit.  The primary mission was completed on March 17, 2012, having collected close to 100,000 images.  MESSENGER achieved 100% mapping of Mercury on March 6, 2013, and completed its first year-long extended mission on March 17, 2013.  The probe continued collecting scientific data until April 30, 2015, when under a decaying orbit, the probe was allowed to crash onto the surface of Mercury.  
This mission to Mercury is to include two satellites: the Mercury Planetary Orbiter (MPO) and Mio (Mercury Magnetospheric Orbiter, MMO). Each orbiter has a distinct purpose: the MPO is to acquire images in several wavelengths to map the surface and exosphere composition of Mercury, and Mio's is to study the magnetosphere. The European Space Agency and Japan Aerospace Exploration Agency are working in conjunction with BepiColombo and both provided one of the two orbiters. The ESA provided the MPO, while JAXA provided Mio.  The BepiColombo mission will attempt to gather enough information to answer these questions:
Like Mariner 10 and MESSENGER, BepiColombo will use gravity slingshots from Venus and Earth. BepiColombo will use solar electric propulsion (ion engines) and then also use similar maneuvers at the Moon, Venus, and Mercury. These techniques will slow the orbiters as they approach Mercury. It is essential to avoid using fuel to slow the orbiters as they get closer to the Sun to minimize the gravitational influence of the Sun. 
The BepiColombo mission was approved in November 2009,  and successfully launched on October 20, 2018. It is scheduled to enter orbit around Mercury in December 2025. Its primary mission will last until May 2027, with a possible extension to May 2028. 
Mercury Observer was a cancelled proposal in the Planetary Observer program.
BepiColombo was designed to complement the findings of MESSENGER and is equipped with far more measuring equipment than MESSENGER to obtain a larger range of data. The orbit patterns of BepiColombo and MESSENGER are significantly different. 
The BepiColombo mission comprises two satellites launched together: the Mercury Planetary Orbiter (MPO) and Mio (Mercury Magnetospheric Orbiter, MMO). The MPO will have a circular orbit much closer to Mercury. The reason for this orbit is that the MPO will be measuring the composition of the surface and exosphere, and the close orbit will aid on data quality. On the other hand, Mio (MMO) and MESSENGER took largely elliptical orbits. This is because of the stability of the orbit and the lower amount of fuel required to obtain and maintain the orbit.  Another reason for the different orbits of Mio and MESSENGER was to provide complementary data. The data of the two combined satellites will provide more accurate measurements.