Mercury, also known as quicksilver, is a very dense liquid metal. It remains a liquid down to about -40c. Normally you would have to fill a water balloon using a hose or a pump. But because mercury has a density that is about 13.5 times that of water, you can just fill a water balloon by just pouring it in using a funnel.
Be sure to watch my other Hg videos where we do simple demonstrations that show the remarkable properties of this unusual element.