The space environment of Mercury is shaped by its proximity to the Sun and by the relatively weak planetary magnetic field, presenting a unique regime of plasmas and shock conditions. We present the global magnetic properties in Mercury's space environment based on more than 4 years of MESSENGER Magnetometer data. We used 20 Hz magnetic field data to examine the magnetic strength, the field configurations, and the fluctuations. We considered both compressional and transverse modes, with frequencies from 5 mHz to 10 Hz, which cover typical ultra-low frequency waves at Mercury. We identified regions of the solar wind, the magnetosheath, and the magnetosphere during over 4\,000 MESSENGER orbits. The solar wind and magnetosheath data were analysed in the solar wind interplanetary magnetic field (IMF) coordinate system, and the magnetosphere data were analysed in the aberrated Mercury solar magnetospheric coordinate system. Each data point was relocated into normalised space using averaged magnetopause and bow-shock models. The magnetic environments for a quasi-parallel and quasi-perpendicular IMF were compared. Under the typical Parker-spiral IMF, the magnetic environment of Mercury features strong fluctuations that are dominated by the transverse mode and stem from interactions at the bow shock and the magnetopause. When they are subjected to a quasi-perpendicular IMF, the magnetic fluctuations diminish, and the magnetic field strength becomes highly compressed throughout the bow shock, magnetosheath, and magnetosphere. Unlike Earth, Mercury exhibits weaker dawn-dusk asymmetries in magnetic field strength and lacks substantial magnetosheath-generated sources of magnetic fluctuations. The magnetic field draping pattern associated with the IMF cone angle at Mercury also differs from that at Earth. Our comparative analysis highlights the critical role of the solar wind Mach number, the radial IMF component, and the system scale size in shaping planetary space environments.