Does every planet except Mercury have at least one moon?
No, besides Mercury, the planet Venus also has no moons. These are the two planets closer to the Sun than the Earth.
Mercury is the least massive of all the planets. The least massive planet is Mercury (0.055 Earths). However, the planet with the weakest gravity is Mars. I am of course not treating Pluto as a Planet (as it is no longer categorized as a planet), if I were to count Pluto then it would be the least massive ( 0.0021 Earths).