Diana was the Roman God who was the guardian of wild beasts, horses, and domesticated animals.
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"Mercurial" is derived from Mercury, the god of Speed, Changeability, and Mischief. The speed connotation has declined a good bit, and the word now indicates mischief and changeability.
Loki is the God of mischief
The Greeks did not have a particular god or goddess who personified mischief. I think, however, that you are probably thinking about Pan, the half-goat god of the Wild. His Roman counterpart was Faunus.Similarly, satyrs and fauns are generally portrayed in modern culture as being raucous and mischievous, though the Greeks and Romans didn't necessarily intend for them to embody that.
That would be Mercury, known to the Greeks as Hermes.
Hermes.