The Wikipedia entry on Mercury is here, and Joe Sherlock's thoughts on the brand as it lay dying are here.
The original Mercurys were larger than Fords, as the Wikipedia entry mentions. So if a 1939 Mercury were seen next to a 1939 Ford De Luxe, this would be obvious. Normally, it was fairly rare that people saw such juxtapositions.
I don't have photos of the cars side-by-side, but perhaps the images below will illustrate their similarities and differences.