Resurrection, the first
'The first resurrection,' mentioned in Revelation 20:5, 6, does not mean a first resurrection, but the essence and primary part of resurrection, which is salvation and eternal life. There is only one resurrection to life. A second does not happen, and is not mentioned anywhere in the Bible.
(References: Apocalypse Explained 6; Apocalypse Revealed 851; Revelation 20:5-6)
Mercy
In regular language, "mercy" means being caring and compassionate toward people in poor states. That's a position we are all in relative to the Lord, all the time. Without Him we would be unable to choose what is good; without Him we would be unable to formulate a reasonable thought. Without Him, in fact, we would instantly cease to exist; we have life only because He constantly gives us life. So we are, quite literally, at His mercy. Fortunately, the Lord is caring and compassionate to a degree we cannot fathom. He is the source of all caring and all compassion, and of love itself. His mercy toward us never lessens, never abates, never ends; His whole purpose is to bring each of us, individually, to heaven. The meaning of "mercy" in the Bible is closely tied to this idea: it represents love in a general sense, and the desire for good that comes from love. It can also represent the desire for good and the ideas that describe it when those thoughts and desires are inspired by love of the Lord.