I'm not an expert, but from what little I remember: mercury doesn't immediately kill you like other poisons. What it does do is build up in your body until it hits a tipping point and starts causing problems. Your body has no way to process or get rid of it. Which was why accumulations of it in seafood was a big deal because eat enough of it, even in tiny amounts over a long time, and it starts to mess you up. The amount of mercury that you would be exposed to by breathing near an open source would be minimal I imagine. Or something like that. Like I said. Not an expert. Better to just stay away from it entirely, I'm sure.

Mercury boils at 356.7©

As I understand it, the danger is the vapour. It boils at a high enough temperature that it's supposed to be safe for handling.