Mercury has been suggested as one possible target for space colonization of the inner solar system, along with Mars, Venus, the Moon and the asteroid belt. Permanent colonies would almost certainly be restricted to the polar regions due to the extreme daytime temperatures elsewhere on the planet. Excursions to the other parts of the planet would be feasible with appropriate measures, particularly along the very slowly moving terminator, which would approximate polar conditions.
It would be possible to shelter habitats deep underground or having mobile habitats that constantly follow the terminator (border between day and night). Mercury has very long days and the planet is small, so the velocities of the habitats would be realistic.