If you look at the passages in the scripture where a person asks Jesus for mercy, the circumstances are different. Blind, lame, lepers, paralyzed, demon possessed, beat up and left for dead or just plain trapped in their life of sin. But there are a couple things that all who cried out for mercy had in common. Their condition was miserable and they couldn't do anything to relieve it.
It seems to be a place that we must find ourselves in order to be free. 'Sick and tired of being sick and tired' and completely exhausted of all our tricks and games and coping mechanisms and human efforts to help ourselves. When Jesus met Saul on the road he asked him a question that set him free, I'll paraphrase it: "Saul, why do you keep kickin'? I'm Jesus..."Saul quit kickin that day and the Lord showed him mercy and changed his life and even his name. Will you quit kicking? He's just as ready to show you mercy, even now.
I'm attaching a video link for you. Watch how God showed this precious friend mercy. You'll notice the other mercy in the video also. It is the mercy we give to one another when we see each other in need. Jesus said it best, be merciful, even as your Father in heaven showed you mercy. Click on the following link to the Crosswind "Personal Stories" page and then on Trenia's story.