This is because Hg is an abbreviation of the Latin name of the element, which was hydrargium. With this name the Greeks were referring to the fact that mercury is a silvery liquid at room temperature, rather than a solid like other metals.
We've looked at the three types of heat transfer. Conduction and convection rely on temperature differences; radiation does, too, but with radiation the absolute temperature is important.
Strictly speaking, no. 1  Conduction. Heat is transferred through direct contact, e.g. your hand touching a stove.  Convection. Heat is transferred by a moving fluid in contact with a solid, e.g. a breeze on a summer day. It's actually a little more complicated than this, because conduction plays a large role still.