Chemist (and biochemist) here. Organometallic compounds of Mercury are primarily dangerous because Mercury ions bond fairly strongly to soft ligands like sulfhydryl groups found near the active sites of enzymes. This can result in the displacement of the metal ions or otherwise disrupt the structure needed for enzyme functionality. Mercury metal OTOH is considerably less reactive. It is not safe to breathe in for prolonged periods of time but it is no where near as toxic as its organometallic derivatives are. Dimethyl Mercury for example, is extremely dangerous. A single drop has 100+ times the organomercury content needed to kill someone.

I think they are saying it depends what you mean by "mercury" because some compounds are both toxic and readily absorbed through the skin.

you can always consult the Material Safety Data Sheet

For comparison, dimethyl mercury

Elemental mercury is not going to kill you if you touch it- wash hands and call a doctor. they'll probably be like, "Take two asprin and call me int he morning so I can bill you twice." you definitely don't want to inhale it, but outside of something like a fire or being heated, adequate ventilation is sufficient; if ventilation isn't possible a respirator is a good idea. Dimethyl on the other hand... is nasty.