I know that you've probably tried this, but it seems worth mentioning: is your foot on the brake? With my '99 Taurus, I must have my foot on the break to shift out.
Into Park or out of Park?
If it works like the one in my '94To set it: in park press the pedal to the floor.To release it press the regular break pedal and shift out of park.
Shift Cable
Check the fuses- Shift interlock is the same circuit as brake lights. As a temporary measure - try to turn the key to 1st (unlock) position shift to neutral to start vehicle and then shift to Drive.
shift lock is malfunctioning. you can bypass it there is a little "switch" on the side of your shifter for this purpose. that should help temporarily i believe there is a sensor to tell it when to shift out of park and that when this malfunctions you're stuck in park
If your 1993 Pontiac Grand Am will not shift into part, the transmission is probably seized up. The first step is ensuring the transmission fluid is not too low.
Shift linkage out of adjustment?
You don't mention what year of Mercury Grand Marquis but the owners manual will explain what to do if the transmission gear shift lever will not shift out of ( P / PARK ) with the brake pedal depressed ( it has what Ford calls the " brake shift interlock " ) As of August 6 , 2012 you can still view the Mercury Grand Marquis owners manual online ( back to the 1996 model ) at : www . motorcraft service . com ( no spaces ) Click on Owner Guides
linkage to transmission poped out!
I had this problem, the stick-shift was not fully in the 'park' position try and jiggle the stick.
the shift interlock cable,sounds like the problem
most new cars need brake pedal depressed in order to take the car out of park