Mercury is a liquid at room temperature and room pressure (22 degrees Celsius [295 K] and 1 atmosphere of pressure). If you were to cool the mercury down to ~ -25 degrees C [248 K] , it would be a solid. Alternatively, you could increase the pressure to ~2.5 atmospheres and keep the mercury at room temperature, and it would also become a solid.

To make mercury a gas, you need to do the opposite, heat it up and/or reduce the pressure.

Many fluorescent lights use mercury vapor (gaseous Hg) by reducing the pressure inside the glass tubes.

Mercury can exist in all three states that we normally think of. At room temperature, you know that mercury is a liquid, but it has a high vapor pressure. What this means is that if you left a puddle of mercury on the floor, it would evaporate! This has important consequences, because liquid mercury is quite harmless, but gaseous mercury is extremely toxic if you inhale it. At atmospheric pressure and temperatures temperatures below -39 C (-38 F), mercury freezes.