The variance is unlikely to be substantial.
Look at Earth's Many-Varied Splendour!
Homo sapiens sapiens has many shades of skin tone - and we all evolved on Earth. Some of us lost our melanin when we moved to different climes - but whether that is purely a matter of insolation or a by-blow from other evolutionary adaptations to new environments is still up for discussion amongst evolutionary forensic specialists.
With that in mind, assuming humans have been on the other planets for the tens of thousands of years it would take, I would expect to see just as much variance there as here. You wouldn't be able to look at the colour of someone's skin and say "That's a Martian." You'd probably be able to look at their stature and say that, though, given the major gravitational differences.
A Tough Challenge Being Overlooked
Mars could probably be terraformed. It's got enough gravity to hold an atmosphere, though it would require replenishing, and some tricks with orbiting mirrors could provide enough sunlight to warm the place up.
Venus ... could be terraformed, though with even more work. You'd need to remove 98% of its atmosphere just to start, cool the planet significantly, and either set up orbital mirrors or speed up its rotation.
I very much doubt that Mercury could ever be terraformed. Any civilization with the tech to do so would just build a habitat elsewhere. It doesn't have the gravity to hold an atmosphere, if it did, it would be too close to the sun to hang on to it, and even if it could, it would receive far too much insolation to be habitable without a planetary sun shade.
Likewise most of the gas giant moons. Venus and Mars live within the Goldilocks Zone for sol. None of the other planets (or their moons) do so, so artificial forms of sunlight would be the only way to deliver enough energy to make them habitable. Similarly, holding on to an oxygen-nitrogen atmosphere with the low gravity of even the Jovian moons is unlikely in the extreme. So anyone not on Earth, Venus, or Mars is likely only going to be living in artificial habitats, not out under the open sky.
So, as far as people from Europa or Mercury are concerned, their skin tone would probably be about the same as one would expect from people living in a skyscraper with sunlamps - ie. probably pretty close to Earth-standard.