Her mother is a white woman and her father was a Blackfoot man she had a one-night stand with and who died before Mercy was born. It's from him that Mercy inherited being a "walker" from. The term walker comes from skinwalker, which in the Mercyverse was what Europeans mistakenly thought that ALL Native American shapeshifters are (suggesting that skinwalkers are real, but only one type of of many Native American shapechangers, so Mercy is a walker but not a skinwalker). She showed no connection to or interest in her father's culture in the first book either, so I think the author just put it in there as a way for Mercy to be a born shifter and a type of shifter that wasn't a werewolf. Plus, as a non-were shifter in this universe, she can shift back and forth easily within seconds (whereas it's a longer, more painful process for werewolves), is not moon-called, and doesn't seem to have any vulnerability to silver.