The hypothesis that Mercury may have once been a moon of Venus that was knocked out of orbit is an interesting idea but not supported by current scientific understanding. There is no substantial evidence to suggest that such a scenario occurred.
Mercury's unique characteristics and its close proximity to the Sun can be better explained through other processes. One widely accepted explanation is that Mercury formed early in the history of the solar system, similar to the other terrestrial planets (Mercury, Venus, Earth, and Mars). It is thought to have undergone a process called accretion, where dust and debris in the protoplanetary disk came together to form the planet.
Mercury's small size and its dense metallic core can be attributed to a combination of factors, such as its location close to the Sun, intense heat during its formation, and potential collisions or interactions with other bodies during the early stages of the solar system's evolution.
While scientific theories and models evolve as new information becomes available, the current consensus among planetary scientists is that Mercury formed independently rather than being a former moon of Venus or any other planet.