If "Mery" is a proper name, non-Japanese names are written in
Japanese using the phonetic script, which can only approximate
English sounds, since many English language sounds do not exist in
Japanese.
The word "Mery' doesn't exist in the English language. Maybe
checking for spelling mistakes in your question would help.
The English word "Merry" is "陽気な" when written in Japanese
script, or "Yōkina" when in European script.
The English word "Mercy" is "慈悲" when written in Japanese
script, or "Jihi" when in European script.