Mercury's thin atmosphere contains hydrogen, helium, and oxygen. It also has smaller amounts of sodium, potassium, calcium, and magnesium. This picture shows sodium near Mercury. Red and green areas have the most sodium. Sunlight and the solar wind constantly "blow away" Mercury's atmosphere. Instruments on spacecraft can detect the gases from Mercury's atmosphere on the side of the planet away from the Sun. This picture was taken by the MESSENGER spacecraft in October 2008.
Image courtesy of NASA/Johns Hopkins University Applied Physics Laboratory/Carnegie Institution of Washington.