Anywhere we can, we should. Even if only out of curiosities sake.
There’s no way to colonize Mercury, but human missions to and from the ‘dark side’ could be done. Not sure of the utility of it. Plant-the-flag is always a good reason though.
The first robotic Mars mission by SpaceX will be the first there and back by anyone. The ship will (one would hope) have its engines come back to life on schedule for a propulsive landing on Earth as early as 2028.
Sidebar, Buzz Aldrin’s idea:
https://en.wikipedia.org/wiki/Mars_cycler