The magnetic field of Mercury and the structure and dynamics of Mercury's magnetosphere, which will be studied by the spacecraft orbiting Mercury, are strongly influenced by the interaction of the solar wind with Mercury. In order to understand the internal magnetic field, it will be necessary to correct the observations of the external field for the distortions produced by the solar wind. Understanding of the solar wind interaction with Mercury is essential for understanding the structure and dynamics of the magnetosphere and phenomena such as magnetic storms. Helios 1 and 2 made a number of passes in the region traversed by the orbit of Mercury, and each pass provided a sample of the solar wind environment of Mercury. This paper reviews the plasma and magnetic field observations from Helios that provide a general basis for interpreting the observations of Mercury that will be made by orbiting spacecraft. The variables that govern the structure and dynamics of the magnetospheres of Mercury and Earth are approximately 5-10 times larger at Mercury than at Earth. Thus, the solar wind interaction with Mercury will be much stronger than the interaction with Earth. Moreover, the solar wind at Mercury is probably more variable than that at Earth. There is a clear need for measurements of the solar wind during the approach of spacecraft to Mercury and while they are in orbit around Mercury.