Mercury is the only terrestrial planet other than Earth that possesses a global magnetic field, and the unique solar wind environment of the inner heliosphere has profound consequences for both the structure and dynamics of its magnetosphere. The first in situ observations of Mercury and its space environment made four decades ago by the Mariner 10 spacecraft revealed a magnetic field that is sufficiently strong to stand off the solar wind and form a magnetosphere. Many new insights into Mercury’s magnetosphere were enabled by data returned by the MESSENGER spacecraft. The extensive magnetic field and particle observations allowed detailed characterization of the magnetospheric structure and configuration. MESSENGER magnetic field observations definitively determined the orientation, moment, and location of the internal planetary magnetic dipole field. Furthermore, these observations established the configuration of the magnetopause, bow shock, and magnetospheric current systems. Plasma observations revealed the distribution and composition of plasma in the magnetosphere. We review the geometry and dominant physical processes of Mercury’s unique magnetosphere inferred from MESSENGER data, including the solar wind environment, the shape and location of magnetospheric boundaries, and the fundamental regions and configuration of the magnetosphere and transport and heating of plasma therein.