Maybe the chip in the key is defective.
A bad starter can cause a Mercury Grand Marquis to not start. A bad alternator or a problem with the security system can be the cause for the car not starting.
Likely the fuel filter is clogged so you need to change it. If you can keep the engine running by pumping throttle a few times at start up, and then it runs, check the filter; cost about $10.00. On My 1999 Mercury Grand Marquis I had to replace the Idle air control valve because it did stay running until it was warm
Check the ignition coil on the Marquis. Check the crank sensor as well. One of these is probably bad.
changed sterring column changed crank sensor and fuel pump
First check spark, if you have, then check the fuel pump for pressure.
Bank 1 is the passenger side of the engine in a Mercury Grand Marquis Sensor 1 would be in the exhaust close to the engine before the exhaust enters the catalytic converter ( upstream sensor )
Might be you alternator. Happened on my 1997 grand marq a couple of weeks ago
pre-heat spark plug, if this works then replace it.
If you mean the shifter is locked in park, then check the sensor on the brake pedal. Also, if you just turn the key to the first position, with the engine off, you will be able to put the shifter into neutral and start the engine from there. Then just slip it into reverse or drive.It will still go into park after.
Diagnosis: Engine Won't Start or Run Check related link below
does the light illuminate during start up? If not the lamp is burned out. If it does, then the engine computer is likely at fault.
Could be a bad coil, plug, or injector. Start with the coil first.