The God Mercury was fast and the planet orbits the Sun faster than any other.
Mercury was a character from Greek mythology, the messenger of the Gods.
The planets gets its name after the god Mercury.
Please excuse the pedantry, but Mercury was the Messenger of the Gods in ROMAN mythology. His Greek counterpart was HERMES. With the exception of Uranus, all the planets were named after gods in the Roman pantheon.
The greek god Mercury, Mercury is the messenger god, and a god of trade, profit and commerce.