Lord – An Ocean of Mercy
The Lord is always worthy to be the master of the surrendered soul, for He is the ocean of mercy.
Srimad Bhagavatam 4.8.46,
Srila Prabhupada
Causeless Mercy of Lord Visnu
The causeless mercy of Lord Vishnu is unparalleled, and such mercy is perceived by the devotees only by the grace of the Lord.
Srimad Bagavatam 1.6.31,
Srila Prabhupada.
Significance of The Mercy of A Pure Devotee
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. — The Nectar of Devotion, Page 14.
Eligibility For Going Back To Godhead
To travel in another country, you need visa permission, similarly to go back to Godhead you need permission & mercy from his pure devotee.
Faithfulness
When we face difficulties and still remain faithful to Krishna and the spiritual master, we access the infinite mercy of their hearts.
Lord’s Mercy
A devotee is always  begging the Lord for His mercy.