Our understanding of mercy is somewhat tainted (as is most concepts) due to the media in which we see someone begging for mercy to not have this horrible or that horrible thing done to them. Usually it is in context of a criminal who has a victim at his (as we say) mercy and that certainly is one accepted use of the term. But in that instance the victim did not deserve what the criminal was about (or considering) to do. However, in this case deserving has nothing to do with it. Yet the biblical concept of mercy as it relates to God is somewhat different.
Webster’s 1828 states of mercy that it is:
That benevolence, mildness or tenderness of heart which disposes a person to overlook injuries, or to treat an offender better than he deserves; the disposition that tempers justice, and induces an injured person to forgive trespasses and injuries, and to forbear punishment, or inflict less than law or justice will warrant.
So that Biblical mercy is when that which is deserved is withheld to the benefit of the object of the mercy being shown. God has demonstrated this attribute in abundance with respect to mankind. We from nearly the beginning of our existence have deserved nothing but wrath; having sinned and fallen short of eternal life in glory, we can do nothing to commend ourselves to or defend ourselves before God. But thankfully, God has been so amazing in His mercy. Over and against merely having the mercy to allow us to live out our lives without destroying us instantly, God has chosen us to greatness and glory by the hand of His Son. The believer finds himself in Christ and enjoys full well the fruits of God's mercy.
We also must acknowledge the duality of God’s mercy as being general and specific. It is general in that God does not pound mankind into the ground for his rebellion against Him. This He does for man in general but they are still under condemnation. Specifically though He displays mercy to His elect by withholding and removing divine judgment and placing it upon Christ.
Now mercy differs from Grace in that Mercy withholds that which is deserved and Grace grants that which is not. In other words we deserve and eternity in Hell but God withholds judgment thereby granting mercy. On the other hand (and if that were not enough) He gives to His elect, first life (through regeneration) then justification through faith, which is His gracious gift to those who do not deserve it.
It’s first mention is with
Lot in speaking to the angels who would ultimately display their mercy to him by dragging him out of the city (Gen 19:19). However, its first display is found around Gen 3:14. I say around since it’s difficult to exactly determine where God should have killed them due to His righteousness and where He did not due to his being merciful. But you will notice God bestowed grace upon them by providing them a covering after Adam and Eve had made full confession of their sin.