Frederica Mathewes-Green is a member of the Antiochian Orthodox Church.  A convert from Anglicanism, she is in a good position to explain Orthodox spiritual practices to Western Christians.  In The Jesus Prayer:  the ancient desert prayer that tunes the heart to God (Paraclete Press 2009), she gives a wealth of advice on how we may incorporate this prayer into our own spiritual practice.  Pp 80-82 deal with the objections some beginners--or even more experienced folks--might have with the notion of beseeching Jesus for mercy ("Lord Jesus Christ, son of the living God, have mercy on me").  As the excerpt below demonstrates, it all depends on how we interpret the word "mercy".

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People newly introduced to the Jesus Prayer often think:  Why should we continually beg God for mercy?  Can't we be certain that he has already forgiven us?  What, do we have to grovel?

The problem, I think, is that we are imagining a prisoner in court, begging the judge for mercy.  It is up to the judge whether to kill this man or free him, and she is justifiably angry.  His only hope is to squirm and plead, and beg her to be lenient.

Picture instead the man in Jesus' parable (Lk 10:  30-37) who was robbed and beaten on the road to Jericho, then left for dead.  His helplessness was so extreme that he was not even able to ask passersby for mercy, and the priest and scribe passed by on the other side of the road.  Yet, the Samaritan saw him and had compassion, and rescued him from death.

That's the kind of "mercy" the Jesus Prayer asks for.  We are not trying to get off the hook for a crime, but recognizing how the infection of sin has damaged us.  Revealing all the extent of our illness to the heavenly physician, we seek his compassionate healing.

The word in Hebrew is hesed, which has the sense of long-suffering love.  The prophet Hosea married a woman who was a prostitute.  Though she betrayed him many times, he kept seeking her and drawing her back again to himself.  This is hesed love, long-suffering love, a love that is valiant and breaks through the walls of self-love and pride.

In Greek, the word is eleos, and many of the Western liturgical churches still pray in Greek, "Kyrie, eleison," that is, "Lord, have mercy."

A listener in the ancient church would have heard a resonance between eleos and elaion, the word for olive oil.  Your experience with olive oil might be limited to salads, but in the ancient Mediterranean world, olive oil was used in a wide variety of ways, and filled essential roles.  A wick placed in a clay lamp filled with olive oil could burn and illuminate the darkness.  Medicinal herbs were combined with olive oil for healing; the Good Samaritan "bound up [the beaten man's] wounds, pouring on oil and wine" (the latter for the antiseptic quality of alcohol).  Olive oil would also be a medium for fragrant herbs in the making of perfume.  And of course it would be eaten; in a region where there were few sources of fat, olive oil provided essential nutrition.  Sufficient fat in the diet conferred a health glow, and the psalmist thanks God for giving "wine to gladden the heart of man, and oil to make his face shine" (Ps 104:  15).  This poetic echo between eleos and elaion contributed to a richer sense of "mercy" than we perceive in English.

I would guess that the majority of Christians I talk to don't particularly feel a need for mercy.  They might think of repentance as an initial step toward salvation, but that once you have become a follower of Jesus Christ, once you're baptized and going regularly to church, you're set for life.  There's still plenty of work to do, of course--work for the poor, for justice, for the church, for your family--but as far as you go, personally, you're pretty much done.

In the contemporary West, repentance is now considered an introductory activity to life in Christ (if it's considered at all); in the East, repentance lasts for a lifetime.  Salvation means healing from the sickness of sin, and we are always seeking to confront the sin that infects us, and to be healed at ever deeper levels.