The sermon "When You Need Mercy, Ask God For It" by Dr. Ralph Douglas West explores the story of Bartimaeus seeking healing from Jesus in Mark 10:46-52. It emphasizes the importance of persistence in seeking God's mercy and highlights Jesus' compassion and willingness to listen to those in need. The significance of spiritual vision is also discussed, along with the importance of courage in approaching God for mercy. The transformative power of God's mercy is underscored, showing how seeking Him can bring about healing and wholeness in our lives.