Auroras on Earth are caused by interactions between the solar wind and the magnetosphere. I've also seen a few pictures of auroras on Jupiter and Saturn.
Mercury has a global magnetic field. Does it also have auroras? If so, what do they look like?
A magnetic field is only one of the requirements for an aurora (and given the signs of emissions from excited oxygen on Venus after solar flares, it may not actually be a requirement). There needs to be an atmosphere, too. In Mercury's case, there isn't much in the way of an atmosphere. The magnetic field still channels solar wind to the polar regions, where it causes sputtering of sodium. Given this is the result of the same magnetic channeling that produces the aurorae on Earth, you could think of this as Mercury's equivalent of aurorae. The sodium forms a faint glowing tail as it escapes the planet.