There are places on the planet Mercury that, if you were to find a lava tube of sufficient depth, would be the perfect temperature for human habitation. Some of the craters on Mercury’s poles are never exposed to sunlight and actually have ice in them. Most of the planet is of course boiling hot when the Sun is overhead. But there should be some choice areas where you could skirt the balance of the two, and find lava tubes that, with proper sealing, would be quite comfortable for humans to occupy.