Mars or Mercury, say (3)
I believe the answer is:
god
This clue is a double definition.
'mars' is the first definition.
(thesaurus)
'mercury say' is the second definition.
(mercury is a kind of god)
(Other definitions for god that I've seen before include "Superhuman being" , "Pan perhaps" , "Worshipped figure" , "eg Cupid" , "Anubis?" .)