Its not that bad on gritted roads, but obviously you don't have the grip of a dry road. However, if you hit an icy patch, then typically ice is about 10 times less grippy than tarmac, so you'll inevitably skid if you approached it at anything more than crawling pace! So the skill is, to read the surface of the road and anticipate where ice might be - shaded areas, dips, shallow puddles, poorly drained areas, etc.
Standing water - will really drag the car to a slow/halt, so try not to enter at speed. If its more than a few inches deep, you risk damage to the car by ingesting the water into the engine, slow speed and once again reading the road to see where its shallow enough, is critical.
Remember that Mercs (well, the decent ones) are RWD so will tend to oversteer but can also understeer badly then flick into oversteer. Sometimes its better to induce oversteer since this will tend to tighten a turn, where understeer will widen it. But if you have traction control, then the car won't let you skid it, it will correct it in a benign fashion. And also the foot operated parking brake is completely unsuitable for handbrake turns!