* Hermes was known for his speed and agility, not his ability to withstand the heat of the sun. He travelled using winged sandals and a magic staff, which allowed him to fly and teleport.
* Flying into the sun is a fictional concept. The sun is a massive, extremely hot star that would instantly vaporize anything that got too close.
The idea of flying into the sun is more likely to be associated with Icarus, a figure from Greek mythology who flew too close to the sun on wings made of feathers and wax, causing the wax to melt and him to fall to his death.