I have to admit I haven't actually played this myself, but it's a 3D maze / puzzle like game.
Here's a video of the gameplay: http://www.youtube.com/watch?v=GZmRtWFEpGg
And a description from IGN: Mercury is a puzzle game crafted by industry veteran Archer MacLean, who has been creating games since the early days and has credits dating back to International Karate and DropZone. Mercury is a Marble Madness-style puzzler/platformer played with liquid balls (drawn with special metallic reflection effects to make it look like moving gobs of mercury -- thus the game title.) Make your way through challenging puzzles with your blob of goo, but don't lose too much liquid or you'll be set out to dry. There are plenty of abstract contraptions and concepts for players to outthink and outmaneuver. The Jacob's Ladder will zap away some of your juice, while the Mercoids will hunt you down and suck up your blob. There are also Vacuum Pipes, Splitters for separating out the big blob into smaller blobs, Conveyer Belts for moving your mercury in one direction, and more.