Um, no it doesn't come from inhaling the vapors, it comes from exposure to mercury ions or mercury organic complexes such as methylmercury dimethyl mercury or any other monovalent or divalent form of mercury. It bioaccumulates via being exposed to large amounts of heat in coal fired plants, floating through the air and depositing in lakes and streams in its ionic or organo-equivalent form, where it is processed into methylmercury, which makes it lipophilic/hydrophobic, then up the food chain it goes. I live in Ne England and we get a shit ton of mercury in our lakes due to Ohio and Indiana coal fired power plants that send it via airmail.

Mercury is rather hard to ionize vs most solid metals as being liquid allows any oxidized atoms electron deficit to be spread out amongst the other atoms in the drop.

This is what my PhD I worked with told me. He had a PhD in Biochem, not inorgo chem, so he might have been wrong.