Yes, you can reach mercury quite quickly, but in order to land on it (or get captured into its orbit) you need to match its speed and its direction of travel. (speed and direction together are velocity, remember).
It's like I'm a stuntman jumping from one car to another on the freeway. If one car is going 60mph and one is going 20 mph it's going to end badly.
You'll start with a certain velocity on earth, and end up with a target velocity when you reach your destination. That's the delta-v. The type of rocket and how much propellant you have determine the delta-v.
Once you've made your rocket burn, you just have to wait until your paths cross. So, that's why it can take a long time for these missions. That's why people always talk about a journey time of 235 days to mars.
This is not the only possible way to do it though, it just uses the least fuel. If you're willing to use a lot more fuel, you can speed things up significantly, but generally we don't do that.