Mercury was recruited by Cinder after the death of his father, Marcus Black. Cinder appeared to find a use for his skills as an assassin and offered him a place in her group.
Mercury posted as a student from Haven Academy for the entire semester leading up to the Vytal Festival.
He appears to be quite loyal to Cinder, following her orders dutifully, but is not as outwardly devoted to Cinder's cause as Emerald, being more laid back and casual.
After the Fall of Beacon, in "The Next Step", he shows some concern toward Cinder after her defeat by Ruby.
Emerald appears to be Mercury's partner. The two seem have an easygoing relationship, though Mercury is shown to actively try to annoy her, more often than not succeeding.
This leads Emerald to be willing to bribe Mercury with stolen money she acquired; however, when it matters they work well together, even joking with each other after having killed Tukson earlier.
In "Beginning of the End" it is revealed that Emerald initially protested Mercury's recruitment.
Mercury and Roman don't see eye to eye and Roman even goes as far as to brandish his cane in a threatening manner towards Mercury who mocked him moments earlier.
Mercury is shown to constantly mock Roman at any given chance, especially after he and Emerald killed Tukson, bringing up that Roman was supposed to take care of it.
They participate together with Emerald and Cinder in the Vytal Festival Tournament.
Not much interaction has happened between the two of them but Mercury was the one who kept Ruby from saving Penny Polendina during the Vytal Festival Tournament. Mercury was delighted by Ruby's sadness over Penny's death.
Mercury and Yang faced off against each other in the first finals round of the Vytal Festival Tournament, in which Mercury participated in a set up to throw the fight and make it look like Yang attacked and severely injured him after his Aura was depleted.
During the episode "Extracurricular" Mercury tests Pyrrha's skill in combat, while not revealing too much about his own fighting style. He then concludes that Cinder Fall should be able to take Pyrrha no problem. He is later proven to be correct in "End of the Beginning".
Marcus was Mercury's father. Not much about their relationship is known, but it is likely Marcus, a skilled assassin, trained Mercury in fighting. Ultimately, Mercury killed his father, for reasons unknown. However, it is presumed from "I'm the One" that Marcus abused and mistreated Mercury. In the end, it's made very clear that Mercury despised him, spitting disrespectfully shortly after killing him. It does appear that despite hating his father, Mercury did at the very least respect his abilities as an assassin, agreeing with Cinder that Marcus had trained him well. He also continuously makes quotes that his father had said to him, and talks about him rather frequently, considering his supposed hatred for him.
Later on, during the Vytal Festival, Mercury recognizes Qrow during his altercation with Winter Schnee at Beacon Academy and is quick to tell Cinder. He knew it was Qrow by his hair, smell, scythe, and their previous encounter.
Glynda only knew Mercury as a visiting student from Haven. She is unimpressed with his arrogance in wanting to spar with Pyrrha when she'd just finished a match, as well as his easily quitting after Pyrrha agreed. Like everyone else, Glynda did not pick up on the fact that Mercury was putting on an act in order to gather information.
In the episode Beginning of the End Mercury is seen alongside Emerald and Cinder in an attempt to take the power of the Fall Maiden from Amber, but failing to claim all of it.