Mercury, closest planet to the sun, is as hot as you would expect, with daytime temperatures of 800 degrees Fahrenheit/450 degrees Celsius and because of its small size, its gravity is weak, only about 38 percent of Earth's.
These conditions make it hard for the planet to hold on to its extremely thin atmosphere, which can can only be seen by special instruments attached to telescopes and spacecraft like MESSENGER (MErcury Surface, Space ENvironment, GEochemistry, and Ranging). Even then it's not easy because Mercury's magnetic field gets in the way. MESSENGER's first flyby on January 14, 2008, confirmed that the planet has a global magnetic field, as first discovered by the Mariner 10 spacecraft during its flybys of the planet in 1974 and 1975.