Apparently Mercury is so dense...it is believed to be 2/3 iron.
1. Is there any evidence to suggest that Mercury might not have started out
in its present location? (e.g. nature of orbit)
2. Now for the dumb question: Is there a link between Mercury and the
Asteroid belt?

I also have always wondered about the large eccentricity of Mercury's orbit
as well as its high density. It has been theorized that the Moon was
created when a "Mars sized" planet had a grazing collision with the Earth
billions of years ago during the early history of the solar system. The
planet that grazed Earth would have probably had its outer layers ripped
away leaving a jumbled up, dense inner core, and nobody knows what happened
to that planet after the collision. Perhaps the loss of mass / momentum
added to the billiard ball effects of orbital mechanics may have created
Mercury in its present orbit?