Mercio is one of the Six Fragments of Chaos. He is a lycanthrope, a non-human creature that resembles a sort of wolf. Unlike present lycanthropes, Mercio stands on two legs, wears clothes, and is able to talk and fight. This may come from his existence in Ground Zero, where other lycanthropes had the same ability, or more likely because he is part of chaos.
As one of the Six Fragments, Mercio is immensely powerful, able to fight on equal footing with Id. He also has a high degree of durability, as he is able to withstand many high level attacks from Id and Lamia. Id also notes that Mercio cannot die, probably due to the events that took place at Ground Zero.
Source: ID Wiki