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 posed 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 he 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. After learning about her defeat in Haven's Vault, Mercury loses confidence and even retreats from battle.
Emerald commonly works with Mercury. The two seem have an easygoing relationship, though Mercury is shown to actively try to annoy her, more often than not succeeding. In "Beginning of the End" it is revealed that Emerald initially protested Mercury's recruitment.
Emerald has been shown to occasionally bribe Mercury to refrain from bothering her with stolen money; however, when it matters they work well together, even joking with each other after having killed Tukson earlier.
In battle, Mercury easily coordinates with Emerald in defeating their foes, such as during the Vytal Festival Tournament and the attack on Haven Academy. With Emerald casting hallucinations on their enemies, Mercury is given the opportunity for surprise attacks.
Mercury has been shown to care about Emerald at times, taking on a more soothing tone whilst urging Emerald to retreat from Haven whilst the latter is still in grief about losing Cinder.
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. When fighting her at Haven, he mocked her when she briefly dropped her scythe, recalling their encounter at the stadium when she had no weapon, only to get headbutted in the face.
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. They later battle again in "The More the Merrier", with Mercury mockingly asking Yang for an apology for "injuring" him during the tournament.
In "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 fight Pyrrha without a 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 knows it is 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.
Mercury accompanies Cinder, Emerald and Watts in hopes of obtaining the Spring Maiden from the Branwen Tribe's leader. Mercury tries intimidating her, but becomes incensed when Raven throws his attempt back in his face.
In the episode "Beginning of the End", Mercury is seen alongside Emerald and Cinder, attempting to seize the Fall Maiden's power. However, Qrow interfered before they could claim all of it.