Why is Suigintou's title "Mercury Lamp?"
I think it refers to the metal mercury (水銀)　which is silver as Suigintou's hair. 

It is fragile, it breaks easily (think of thermometer) and when it breaks it is very poisonous. Just like her. She's not bad, just a bit unfortunate and later became evil and poisonous.

It's hard to guess why the kanji for lamp is there though, but during the victorian era, there were lamps with mercury glass reflectors, so it would emit more light