Mercury is the closest planet to the Sun. It's orbit is very eccentric (i.e. non-circular) and Mercury comes to within 46 million km from the Sun at it's closest point and 69.8 million km at it's furthest point.
It's very approximately 1/3 of the distance away from the Sun as the Earth is, and 1/2 the distance that Venus is. The actual average distances are: Mercury 57.9, Venus 108.2 and Earth 149.6 million km from the Sun.
Even though Mercury is closest to the Sun, the average temperature on it's surface is much less than that of Venus. This is because Mercury has virtually no atmosphere and so the side facing the sun reaches 430 deg C and the side facing away from the Sun can get as cold as -180 deg C. This averages out at about 167 deg C.