Prophet Hud - 11:17
Those who had before the Book of Moses as a guide and a mercy, but now have a clear proof from a witness from their Lord, they believe in it. Whichever group disbelieves in it, its place is the Fire. Have no doubt about it. It is a truth from your Lord. But the majority of the people do not believe.
The revealed Books are mercy because they contain the principles of our forgiveness:
The Cattle/6:155
And this is a blessed Book which We have sent down. So you should follow it and act righteously so that mercy may be shown to you.
وَهٰذَا كِتَابٌ اَنْزَلْنَاهُ مُبَارَكٌ فَاتَّبِعُوهُ وَاتَّقُوا لَعَلَّكُمْ تُرْحَمُونَۙ
The Heights/7:204
When the Qur´an is recited, listen to it and heed it so that you may be merciful.
وَاِذَا قُرِئَ الْقُرْاٰنُ فَاسْتَمِعُوا لَهُ وَاَنْصِتُوا لَعَلَّكُمْ تُرْحَمُونَ