First world problems

Mercury doesn't have much of an atmosphere so, while the part facing the sun is very hot, the part facing away becomes very cold, as there is nothing to provide insulation and prevent heat loss, and the planet's face proximal to the sun prevents the radiating heat from the sun from ever reaching the distal side.

Sciencebean

:)

Also, Mercury rotates super slowly (58 days) so the sunny side is baked and the dark side has a lot of time to cool down.