An overtaking illusion
Mercury is the closest planet to the Sun and the fastest, moving at about 47 km/s against Earth's 30 km/s. Every 116 days or so it catches up with Earth and passes it on the inside track.
While it passes, Mercury seems to slide backward against the distant stars. It is the same effect as a slower train appearing to drift backward when yours overtakes it. Both planets keep moving forward the whole time.
Rx and D
The turnaround is called a station. Mercury appears to stop, drift back about 9 to 16 degrees across the sky, then stop again and resume its forward path.
The first stop is marked Rx (stationary retrograde) and the second D (stationary direct). They are the two dots on the speed chart on the Today page. Retrograde is the stretch where the line sits below zero.
How often it happens
Most years have three retrogrades and some have four. Each lasts 20 to 24 days. The middle of every one falls close to the moment Mercury lines up between Earth and the Sun.
Does it affect anything on Earth?
No known effect. Even at its closest, Mercury is about 77 million kilometres away, and its pull on Earth is tiny next to the Moon's or the Sun's. Nothing physical changes when it starts to look as if it is going backward.
Other planets do it too
Every planet appears to turn retrograde now and then. Mars and the outer planets do when Earth overtakes them. Venus does when it overtakes Earth. Only the Sun and Moon never do. Mercury simply does it most often.
Why it can feel real
A retrograde covers about one day in five, so a bad day lands inside one fairly often by chance. A missed email during a retrograde gets blamed on Mercury. The same email on a direct day gets blamed on nothing. People tend to remember the matches and forget the rest.