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.
The Heights/7:204
When the Qur´an is recited, listen to it and heed it so that you may be merciful.