Question 1: Why is Mercury so dense?Note that most of the questions are equivalent to geology. Even though Mercury is quite close compared to the other planets, it's hard to observe because it's so close to the sun from our perspective. And though intuitively it seems that falling deeper into the gravity well should be easy, there are two issues that make it much more difficult than one might think: first, we're traveling pretty rapidly around the sun. If you want to fall inward, you have to slow your orbital velocity dramatically. Second, on the fall inward, a tremendous amount of gravitational potential energy is converted into kinetic energy; the space craft's velocity, despite its initial decrease, is enormously increased during the fall toward the sun. So if you want to get it to orbit Mercury, you have to slow it down once again when it arrives. Simply put, it's not possible to carry enough fuel (with current technology) to pull this off without some ballistic trickery. MESSENGER has performed 5 "gravity assist" maneuvers already. The last one, today, will allow it to be captured on its next approach.
Mercury's density implies that a metal-rich core occupies at least 60% of the planet's mass, a figure twice as great as for Earth! MESSENGER will acquire compositional and mineralogical information to distinguish among the current theories for why Mercury is so dense.
Question 2: What is the geologic history of Mercury?
Before the MESSENGER mission, only 45% of the surface of Mercury had been photographed by a spacecraft! Using its full suite of instruments, MESSENGER will investigate the geologic history of Mercury in great detail, including the portions of the planet never seen by Mariner 10.
Question 3: What is the nature of Mercury's magnetic field?
Mercury has a global internal magnetic field, as does Earth, but Mars and Venus do not. By characterizing Mercury's magnetic field, MESSENGER will help answer the question of why the inner planets differ in their magnetic histories.
Question 4: What is the structure of Mercury's core?
Through a combination of measurements of Mercury's gravity field and observations by the laser altimeter, MESSENGER will determine the size of Mercury's core and verify that Mercury's outer core is molten.
Question 5: What are the unusual materials at Mercury's poles?
At Mercury's poles, some crater interiors have permanently shadowed areas that contain highly reflective material at radar wavelengths. Could this material be ice, even though Mercury is the closest planet to the Sun? MESSENGER will find out.
Question 6: What volatiles are important at Mercury?
MESSENGER will measure the composition of Mercury's thin exosphere, providing insights into the processes that are responsible for its existence.
Followup, 4:21 PM: MESSENGER has successfully completed its maneuver, and will start returning data gathered during the fly-by in a couple of hours. Images will be released at about 10 AM Eastern time (7 Pacific) tomorrow, and will be available here.
Followup, Fri. Sept. 30: New Pictures! I'm fascinated by the pit-floor crater.