Hermes (Mercury) became a messenger because his father Zeus sought to curb the thieving tendencies Hermes demonstrated. On the day of his birth, Hermes stole his brother Apollo's cattle in order to create the first sacrifice to the Olympians. Genealogical charts.
Encyclopedia Mythica's Hermes article, by Ron Leadbetter on Hermes' ancestry, areas of influence, stories concerning the messenger god's relationship with Pan and the status of Hermes as a fertility god and psychopomp.
[URL = www.12x30.net/moonmyth.html] Five Days
The Greco-Roman story of the creation of the extra five non-lunar days of the years, as told by Plutarch, shows Hermes beating the moon at draughts. From Bill Hollon's calendar site.
Carlos Parada's site. The birth of Hermes, his feats and attributes, mates and offspring.