Mussels are really just the same as clams (Phylum Mollusca, Class Bivalvia) and, like most clams, are filter feeders that use their gills to "sieve" plankton and other small organisms, as well as miscellaneous suspended organic material (known as detritus), out of the overlying water.
Mercury is a contaminant that reaches toxic levels via a process called biomagnification and, except in unusual circumstances, becomes problematical only in organisms that are feeding higher up the food chain (so-called higher trophic levels), which is why it is most commonly associated with fish such as swordfish. In the very simplest terms, it takes 10 pounds of prey food to produce one pound of predator, so that predator now contains 10 times the concentration of mercury that its prey did. If a second predator feeds on the first, then that predator will have 100 times (i.e., 10 times 10) the concentration in the original prey.
Site-specific conditions, such as occurred some years ago in Minimata Bay (Japan) can cause problems in a wide variety of organisms, but in general mercury would not be a concern with mussels.  | 
