Mercury does NOT have rings.
More Info: Scientists surmise that the most likely reason for this is due to the strong gravitational pull of the sun on the planet. Because the forces of gravity are so strong, rings are not likely to occur.
Mercury the Planet
The gravitational pull of the sun is very strong on Mercury simply because the planet is located very close to the sun. In fact, Mercury is so close to the sun that it races around the star every 88 days. According to calculations, this means that the planet travels through space at an astounding 30 miles per second. One day on Mercury is about as long at 176 days on Earth.
What Are the Rings around Planets?
Rings around planets are usually comprised of rocks, dust, ice and other particles that were pulled into the plant’s gravitational pull as these objects were traveling past the planet. In some cases, it is theorized that the rings around other planets were formed when material was broken off of moon circling the planets. This material was then captured by the gravitational force of the planet. Since Mercury has no moons, this scenario cannot occur.
Besides Mercury, Venus is the only other planet in the solar system that does not have a moon or rings.
“Mercury | Scholastic.com.” Scholastic, Helping Children Around the World to Read and Learn | Scholastic.com. N.p., n.d. Web. 4 Dec. 2012. http://www.scholastic.com/teachers/article/mercury
“Solar System Exploration: Planets: Mercury: Read More.” Solar System Exploration. N.p., n.d. Web. 4 Dec. 2012 http://solarsystem.nasa.gov/planets/profile.cfm?Object=Mercury&Display=OverviewLong