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.

In Genesis 19:24, it appears in the sense of the letter, as if there were two Jehovahs: one on earth, and one in heaven. When Jehovah is first named it refers to the Lord's divine human, and the second time the essential divine or the father.

(References: Arcana Coelestia 2447)