Mercy is not just what God does; it’s who He is, it is a reflection of His divine nature, as action of bestowing favour regardless of merit to those who are in need of a stay of judgement. Being merciful is the judges action that does not meter out what is the judgement according to the law, but according the the response of the judge to the humanity that has done the wrong this and needs a gracious sentence even though is would be undeserved.
Mercy is to show compassion for those under the weight of life's consequences, whether it is spiritual, physical, emotional, or financial, or whatever life issue we are facing. God shows mercy in forgiving sins, supporting those suffering and the poor, by being faithful to His promises. We are called to be merciful to others, just as God is merciful, being conformed to the image of Jesus Christ — It is something to be received and to be given.