For many people trying to land on Mercury would seem as probable as trying to land on the sun since it is so close to the sun. Mercury is also known for being an extreme planet so it doesn’t seem that it would be too safe to do that. Actually, space exploration began in the mid 1900s and it is really considered to still be in the infancy stage. Therefore, it would not be expected that people had landed on the planet.
However, there have been probes that have landed or explored Mercury in the past. The very first one was called Mariner 10 and another one was from the Messenger missions. Very little exploration has been conducted and very little is known compared to other parts in space.