Mercury’s natural state is where the atoms are close to each other but are still free to pass by each other in witch states could mercury naturally exits?

In nature, there are 3 common states.

Solid, gas and liquid.

The solids have the atoms really close to each other and in fixed positions, so they have a defined shape, the gases have the atoms far away from each other and are really free, so they only can have a "defined shape" when are inside a closed container. And the liquids have the atoms close to each other but are free, those can take the shape of open containers, for example, water in a glass.

Now, the natural state of mercury is the liquid state at room temperature(you can see this in a mercury thermometer, for example.

And of course, depending on the temperature and pressure this state can change, for example, if the temperature is low enough, the mercury will take a solid-state.