When I was 12, in my first high school science class we had a new teacher. She set up an experiment to show heat vs temperature for ice-water-steam.
After entertaining us with lighting the gas tap instead of the bunsen burner, she fitted one of those 12" mercury thermometers in a cork which was placed in the neck of the flask containing the ice/water mixture. Having addressed the flame malfunction, she then proceeded to heat the flask.
All went well until the water started to boil - and then we had a ballistic event that would have inspired any budding rocket scientist. The mercury thermometer was launched into the ceiling with such force that it completely disintegrated. Yes, she did not provide any means for pressure relief.
We in the class were just amused by all this - and nobody started freaking out about the mercury.
Somewhere along the line, I know I've played with a bit of mercury. I've even had some roll around in the palm of my hand - but that was just the once since I didn't want to risk losing any of such a cool material. The thing I noticed, though, was how heavy it felt. You just don't expect liquids to be that dense.