Nemo, your desire to be a Mercenary is likely to be fulfilled. In the 'Swamp' video put out by GSC to show some of the game's capabilities the player is a Merc and apparently wakes up in the Clear Sky camp.
During that bit of game play the player was still a Merc and was doing jobs for, and being helpful to, the Clear Skyers.
Looks like you start out as a Merc.
.