The Greeks originally thought Mercury was two stars. The evening star was named for Hermes. The morning star was named after Apollo. Apollo was the Greek god of the Sun. He pulled the Sun through the sky on his chariot every day. The name fit the morning star. It rises just before the Sun in the morning, as if pulling the Sun behind it.
When the Greeks realized the two stars were really one planet, they kept the name Hermes for the planet. Hermes was the messenger of the gods. The planet moved quickly like the messenger.