Why is hydrogen or helium used in nuclear fusion?

For an efficient fusion reaction, you need to get more energy out than you put in. The fusion of hydrogen gives off more energy, once you can manage to control and compress it, (which is the difficult part), than the energy input involved in "squeezing" the particles together.

Once you achieve that goal, you obtain a net energy gain.

An indication of the problems inherent in controlled nuclear is illustrated by this comment from David Hammen.

Controlled nuclear fusion employs temperatures much greater than those at the center of the Sun, but at a vastly decreased pressure compared to the center of the Sun. Controlled fusion also bypasses the initial proton-proton fusion step, which is the bottleneck in fusion in a one solar mass star. This bottleneck is why even though it is 4.6 billion years old, the Sun has consumed less than half of the hydrogen in the core.

Image Source: Wikipedia Nuclear Binding Energies

On this chart, you can get some idea of the forces we would have to overcome to utilise other elements in fusion reactions, and you might notice it flattens out at iron.

I would like to have a scientific answer why possibly any other material is not considering for fusion reactor? However, is there any theoretical possibilities of using other matter, e.g. using Hg?

With other elements, the ratio of energy in to energy out is much less, so they are not as efficient. In fact when you go up the periodic table as far as iron, you won't get any more out by fusing them together. That's part of the reason we are here today. Stars transmute elements, starting with hydrogen up as far as iron, then because there is no net energy output the star explodes from the pressure from gravity on the outside, which the star is incapable of resisting without having core energy emerging from fusion reactions.