Just about "alternately bake and freeze" (no opinion on the rest): Mercury does spin (slowly, every 60 earth days; previously was thought to be tidally locked), but on the other hand it's not tilted with respect to the "ecliptic plane" (the plane in which the planets orbit around the sun). It turns out it has water ice at the poles: https://www.space.com/18687-water-ice-messenger-discovery.ht...