Mercury is the only one in liquid state at room temperature. It's used inthermometers because it has high coefficient of expansion. Hence, the slightest change in temperature is notable when it's used in a thermometer. It also has a high boiling point which makes it very suitable to measure higher temperatures.
Water is not helpful to measure below 0oC and above 100oC. The most metals are solids at room temperature but the mercury is liquid form because it has high coefficient of expansion. The mercury does not stick to capillary wall of thermometer and which can easily measure temperature accurately.