Jamieson, Fausset and Brown on Jonah 2:8

8. observe lying vanities--regard or reverence idols, powerless to save (Psa 31:6).

mercy--Jehovah, the very idea of whom is identified now in Jonah's mind with mercy and loving-kindness. As the Psalmist (Psa 144:2) styles Him, "my goodness"; God who is to me all beneficence. Compare Psa 59:17, "the God of my mercy," literally, "my kindness-God." Jonah had "forsaken His own mercy," God, to flee to heathen lands where "lying vanities" (idols) were worshipped. But now, taught by his own preservation in conscious life in the fish's belly, and by the inability of the mariners' idols to lull the storm (Jon 1:5), estrangement from God seems estrangement from his own happiness (Jr 2:13; 17:13). Prayer has been restrained in Jonah's case, so that he was "fast asleep" in the midst of danger, heretofore; but now prayer is the sure sign of his return to God.