#1: Radar!
You always need radar near your ACU. Otherwise, you can’t see when mercies are about to kill you!
#2: Interceptors!
T1 Interceptors are cheap, and a single int will counter mercies! Make sure they’re near your ACU if you’re worried about mercies.
#3: AA!
T1 Stationary AA will easily kill mercies! Be sure to build one if you think you’re in danger of being sniped.