But is it Chilly Water?

The Science Times (The New York Times' science section) is usually worth reading.

For example: There is water on Mercury, according to the Messenger spacecraft NASA has flying past the planet. Who knew?

An instrument aboard Messenger sampled Mercury’s surface composition by catching some of the charged atoms that have been knocked into space. Silicon, sodium and sulfur were detected. So was water.

“Which is a real surprise,” said Thomas H. Zurbuchen, an associate professor of atmospheric, oceanic and space sciences at the University of Michigan and lead author of another paper in Science. “The first time we took a whiff of the planet, it’s right there.”

One possibility is that the water exists as ice in the shaded parts of craters in the polar regions.