Mercury is closer to the Sun, but Venus is hotter. The surface of Venus sits at around 470°C (880°F), hot enough to melt lead. Mercury, despite being closer, only gets to about 430°C, and even then only on its sunny side.
The difference is the atmosphere. Mercury barely has one. Venus is wrapped in a thick blanket of carbon dioxide, with clouds of sulfuric acid floating on top. That CO₂ atmosphere is the strongest greenhouse effect anywhere in the solar system - sunlight gets in, but heat can’t get back out. Venus essentially cooks itself.
The pressure on the surface is about 92 times what we feel on Earth - equivalent to being about a kilometer underwater. Several Soviet probes landed on Venus in the 1970s and 80s. The longest one lasted about two hours before the heat and pressure destroyed it. Venus is the closest thing to “hell” you’ll find anywhere nearby.