Somewhere along the way I lost Mercurio. I had thought him dead, but apparently he wasn't because every other mercenary says I already have someone. How do I find Mercurio? Is there a console command I can use to bring him to me?

I'm not a PC gamer, but I think it starts with player.moveto and then marcurios ID, and that should move you to him. I'd wait till a PC Skyrimer gives you exact advice though.

Try to fast travel somewhere and wait a couple of hours and he should be with you.
But welli dont know,it seems like a bug,have you been without him for a long time?

If i recall it's 3 days right? for a follower to get "tired" of waiting in a spot you might have told them to wait?

I'll try the waiting around for 3 days before I try console commands.
Thanks for the help.

Not entirely sure if its 3 days but

quoted from http://www.uesp.net/wiki/Skyrim:Followers

Usually if they don't show up on an interior/exterior switch you can simply fast travel someplace (even if you're already there) and that will place them with you. Of course, if you've accidentally told him to wait somewhere then you'll need to either locate him or wait the necessary time for him to eventually return to Riften.