Refer to figures.
The Mercator projection is a cylindrical map projection. It became the standard map projection for navigation because of its unique property of representing any course of constant bearing as a straight segment.

Mercator chart projection inflates the size of objects away from the equator, so the scale of the Mercator chart increases with latitude and becomes infinite at the poles. So, for example, landmasses such as Greenland and Antarctica appear far larger than they actually are relative to landmasses near the equator, such as Central Africa.

Rhumb Line is a line represented at the surface of the earth which cuts all the Meridians at the same angle, thus it is a line of constant direction.

Great circles are lines that, if extended, would form circumferences on the Earth. These tracks mark the shortest distance between two points and they have a changing track as they cut meridians at different angles (apart from the Equator and the meridians which are great circles, but with constant direction).

Rhumb lines (RL) in Mercator projection are straight lines, however great circles (GC) are curved lines concave to the equator.