What effects do CMEs have on planets like Mercury?
Much like Earth, Mercury also has a magnetic field, only much weaker. Because of this, the high velocity charged particles accompanying CMEs distort Mercury's magnetic field at a much greater magnitude than it does earth. Also, because it extends beyond the sun's corona, it has the potential to burn the sun facing side of Mercury's surface even more than usual. Because of the high solar winds accompanying the CMEs it has the potential to actually strip particles off the surface of Mercury to become space dust.
CMEs contain high radiation, large amounts of high velocity charged particles (causing a HUGE magnetic flux/field), and extreme solar winds. (among some other things) so any way that these phenomena will normally affect Mercury will happen during a Coronal Mass Ejection