God says, "I will have mercy on whomever I will have mercy, and I will have compassion on whomever I will have compassion."
Correct again! Some of us actually do read the scriptures with the honest intention of understanding it. This speaks to God's sovereign grace. And Paul strongly reinforces v. 15 with the next two "therefore" verses, in which Paul draws the only conclusion possible:
Rom 9:16-18
16 It does not, therefore, depend on man's desire or effort, but on God's mercy. 17 For the Scripture says to Pharaoh: "I raised you up for this very purpose, that I might display my power in you and that my name might be proclaimed in all the earth." 18 Therefore God has mercy on whom he wants to have mercy, and he hardens whom he wants to harden.
NIV
And, sister, don't ever let any NR person con you into believing that God is a monster for making "arbitrary" choices. Or that he is unjust for condemning all the Pharaoh's of this word without giving them a "fighting chance" to repent and believe the gospel. First of all, God's choices are not arbitrary or capricious. Verse 17 tells us that God raises up the Pharaoh's of this world for a purpose. Everything God does is for his good pleasure and purpose because ultimately all he does is for his own glory.
And how can God be unjust to hardened, unregenerate sinners whose sin nature makes it literally impossible for them to please God (Rom 8:8)!? It's no wonder at all that Paul said what he did in v.16! Those in Adam can never have any godly desires nor can they ever do good (Rom 3:10-18). So how could God ever be unjust to such people? How can a just God be unjust by rendering to people the reward they deserve!? When ignorant people say such things, they imply that God is unjust because those in Adam deserve better treatment! They don't really deserve eternal condemnation!
Nor let anyone deceive you into thinking that God discriminates against the condemned by giving better treatment to the justified saints. That lame argument doesn't work either because of what Paul said in v.21. The elect differ in no way from the condemned; for both groups descend from Adam and, therefore, are of the same lump of clay! This is, yet, another reason why salvation does not depend on man's desire or efforts (v.16). But the Potter certainly does have the sovereign right to make two lumps from that one lump. After all, it is his clay to do with as he pleases.