MESSENGER’s exploration of Mercury has led to many important discoveries and a global perspective on its magnetosphere, exosphere, and interior as a coupled system. Mercury’s proximity to the Sun, weak planetary magnetic field, electrically conducting core, and sodium-dominated exosphere give rise to a highly dynamic magnetosphere unlike that of any other planet. The strong interplanetary magnetic fields so close to the Sun result in a high rate of energy transfer from the solar wind into Mercury’s magnetosphere. Surprisingly, direct solar wind impact on the surface during coronal mass ejection impact has been found to be infrequent.  Electric currents induced in Mercury’s highly conducting interior buttress the weak planetary magnetic field against direct impact for all but the strongest solar events. Kinetic effects associated with the large orbits of planetary ions about the magnetic field and the small dimensions of the magnetosphere are observed to significantly affect some fluid instabilities such as Kelvin-Helmholtz waves along the magnetopause. As at Earth, magnetic reconnection, dipolarization fronts, and plasmoid ejection are closely associated with substorms in Mercury’s magnetosphere, and MESSENGER frequently observed energetic electrons with energies of tens of to several hundred thousand electron volts. However, no “Van Allen” radiation belts with durable trapping are present.