Mercury is the closest planet to the sun. Hence, sun is very hot. Why is it that the color of the planet is not red?

This is not really an appropriate forum for this question, but hey.

Objects glow red only when they are hot enough to do so.  Mercury is simply not hot enough.  It has almost no atmosphere to retain heat, and is geologically inactive (i.e. no active volcanoes).  It other words, unless the sun is overhead, it's actually pretty cold.