What does Divine Mercy mean?

Divine Mercy is the reaching down of God out of Love, through the Incarnation and Pascal Mystery, in order to restore us to Himself.
Eph. 2:4-7 But God, who is rich in mercy, out of the great love with which he loved us, even when we were dead through our trespasses, made us alive together with Christ (by grace you have been saved), and raised us up with him, and made us sit with him in the heavenly places in Christ Jesus, that in the coming ages he might show the immeasurable riches of his grace in kindness toward us in Christ Jesus.
Heb. 4:16 Let us then with confidence draw near to the throne of grace, that we may receive mercy and find grace to help in time of need.

In his Encyclical letter on the Eternal Father, Rich in Mercy, Pope John Paul II cites the Paschal Mystery as the greatest evidence of this attribute of God.
15 . . . It is this mystery which bears within itself the most complete revelation of mercy, that is, of that love which is more powerful than death, more powerful than sin and every evil, the love which lifts man up when he falls into the abyss and frees him from the greatest threats.
Speaking at the Divine Mercy Shrine in his native Krakow he would later say, Those who sincerely say “Jesus, I trust in You” will find comfort in all their anxieties and fears. There is nothing more man needs than Divine Mercy – that love which is benevolent, which is compassionate, which raises man above his weakness to the infinite heights to the holiness of God. (Shrine of Divine Mercy in Krakow, Poland, on June 7, 1997)