also, Mercury has ice?!
even on the dark side of the planet, I would never have imagined that it's cold enuf to form ice
Mercury is far enough away to have ice, given the fact that there is no trace of atmosphere with which to hold in heat. Mercury is tidally-locked, so without an atmosphere, a lot of heat does not make it to the "dark side" of the planet.
Think about the Earth and the Moon: when the surface of the Moon is hit by sunlight, it can reach temperatures around 253ºF (123ºC). Without the Sun, the temperatures plunge to -243ºF (-153ºC).
Yet, nowhere on Earth (on the surface) do we experience either of those temps. Atmospheres both insulate and help absorb heat, distributing that heat to the atmosphere.
In short, if close to the sun but in complete shadow, it can get wicked cold. Heat in space only works on surfaces - the space around a star isn't hot, that heat only interacts with surfaces, so if you erected a giant shield near the sun and floated behind it, you'd still freeze if not protected by an environmentally-controlled suit. Without that shield, you'd be incinerated on contact (again, unless your suit is reflective and properly designed).
Well if true then that would be because of the gravity of other objects like the Sun or Jupiter.
No, it is not because of other gravitational influences. It is due to velocity and origin. The moon was formed from material ejected from the Earth after a massive impact when the Earth was still young and more molten than today. It was formed and got captured into an orbit with the right velocity and mass to maintain an orbit that, for all intents and purposes, is stable.
No orbit is stable 100%. All "stable" objects are either ever so slowly migrating closer to the object it orbits, or slowly increasing the orbit and will eventually break free. Even then, orbits will likely just become eccentric and distant, and the only time they will "break free" is when other objects have an opportunity to exert enough gravitational influence and capture the orbit.
No artificial satellite above Earth maintains a stable orbit indefinitely, they all need fuel to apply micro-corrections from time to time. The less mass an orbital object has, and the closer they are, the more difficult it is to establish an orbit without fuel.
Planets and stars may be in the most stable orbit you may imagine, but they too still are moving away or toward the objects they orbit, it is just almost impossible to perceive this difference because this whole system is around today and evolved the way it is because of how impossibly slow their orbits change.
Planets and moons and other satellites have come and gone in our solar system, and we cannot see them because their orbits were far less stable or more eccentric.