So this phrase kind of means under someone or somethings power or influence. I will try to give you a few sentences. Say someone was sailing across the ocean and a storm came up. They might say "We were at the mercy of the weather!" Meaning that they really had no control over the situation and their actions were being dictated by the weather. "John pleaded guilty and was at the mercy of the court." "Jane never let her anger take over, to be at the mercy of your emotions is a sign of weakness."