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It's expensive and the conditions are harsh.
The daytime side gets hot enough that a rover would be difficult to operate for long. You'd also be getting big swings between daytime hot and nighttime cold, so thermal expansion would probably be annoying.
Then it's unusually expensive because orbital mechanics make it very difficult to approach the sun. We're currently all flying sideways with respect to the sun, so if you launch something, it just wants to continue that orbit. In order to get closer, you'd need to shed most of that momentum, which takes a whole bunch of energy since inertia in the vacuum of space just means everything keeps going forever.
The orbital mechanics thing is probably the most important. The delta-v to land isn't that bad once you're in orbit, but even getting to orbit is crazy. Also, you'd need a retro rocket for landing that could withstand the temperatures -- which would be a super interesting engineering problem. It already is for the orbital probes, but they don't have to carry enough fuel to land and have different mass budgets.
And it also might be kinda boring. I mean, they're bound to find something, but it comes after after formerly-wet Mars and formerly-mysterious Venus, and from the fly-bys the surface looks a whole lot like the moon, which is right here.
The agencies talked about sending something there, but basically never got around to it.
No swings between day and night, mercury is tidal locked. So you could land on the hot side (+430°C) or on the cold side (-170°C), and it stays this way. Landing at the border between day and night is probably even more challenging.
Mercury actually isn't tidally locked, it has a 3:2 resonance, so does have a day/night cycle.
TIL. Thanks.
Land the rover in the twilight, then have it drive ahead of the sunrise using solar power.
It is the most difficult planet to land upon, but a solar sail could aid in slowing down. Mercury would be excellent for mining and to deliver resources throughout the entire solar system.
The issue is less that it's the hardest to land on and more that it's the hardest to get to, to arrive at and orbit. It takes less fuel to get to Pluto than it does Mercury.
Solar sails negate the need for fuel.
Can a solar sail get something from Earth to Mercury?
As a matter of fact, yes. Tacking a sail side to side allows a sailboat to sail upwind in a zig zag pattern. With a solar sail, a spacecraft can tack away from the direction of orbit, slowing down, and allowing the Sun's gravity to pull it closer. All using no fuel.
Veritaseum breaks down the principle. https://youtu.be/jyQwgBAaBag
Neat, thanks.