In one sense, Mercury doesn't have any weather, because it doesn't have any atmosphere worth speaking of (see The "Atmosphere" of Mercury). However, it does have differences in temperature from one place to another, and one time to another, and in fact those differences can be quite extreme, ranging from more than 800 degrees above zero Fahrenheit, to more than 300 degrees below zero Fahrenheit.
      The differences that occur are due to (1) changes in distance from the Sun (for now, see Effects of Planetary Orbits on Weather), (2) day/night differences (the primary cause of the temperatures mentioned above) and (3) geographical differences, related to the latitude. (All to be discussed in more detail at a later date)