Mercy means "to get what we do not deserve".
The stick of a devotee’s mercy can save one from the greatest dangers.
How can you can be qualified to get mercy? The answer is mercy is given to the most unqualified.
Krishna’s mercy is always there. It is your misuse of free will. You are given the opportunity – that is fortune. However you do not accept the fortune. That is your misfortune.
In the preliminary phase of spiritual life there are different kinds of austerities, penances and similar processes for attaining self-realization. However, even if an executor of these processes is without any material desire, he still cannot achieve devotional service and aspiring by oneself alone to achieve devotional service is also not very hopeful, because Krishna does not agree to award devotional service to merely anyone. Krishna can easily offer a person material happiness or even liberation, but He does not agree very easily to award a person engagement in His devotional service. Devotional service can in fact be attained only through the mercy of a pure devotee.
Without the mercy of Guru and Vaishnavas Krishna Consciousness is simply an imagination.