hi
you could try to dissolve, or soften at least, a little bit of it in kerosene, WD-40, or contact cleaner¡ some kind of organic solvent. If it softens but doesn't all dissolve, it is some kind non-metallic material, with maybe a metal filler...like heatsink compound.
If it is Wood's metal, or Gallium, it is going to melt pretty quickly in boiling water...or near boiling water. Basically, it will look like a little blob of mercury, at those temperatures. (Don't heat it directly...see below!)
Different amalgams of mercury, have different physical properties. Mercury lead can form a brittle solid.. about the composition of a cookie. Mercury cadmium is similar. But in plastic, or pasty form (lots of liquid mercury in the mix)¡ I don't recall them being sticky.
If it is an amalgam... as long as you have ventilation, don't smear it on your skin... or especially don't eat it or heat it strongly so the metal boils... then you should be fine. The solid or liquid forms of these metals/amalgams have low vapor pressures, unless you strongly heat and boil them. The vapor/gas is very dangerous, when inhaled.
If its an amalgam, sweep up, or shovel up any contaminated areas, without raising dust...into a doubled up clear plastic bag(s)¡ and dispose of it as you would batteries (how every you do that locally.)
If its organic...like thermal paste...it could have a metal filler like aluminum, or silver; but, I don't think they use cadmium, or mercury amalgams for fillers.
I'm not sure how to dispose of thermal paste... other than to dispose of it the way you do solvents and paint.
I guess, if one doesn't want a toxic surprise, and is scrapping, or recovering parts from scientific, medical, or industrial equipment, it might pay to know what to expect.
My neighbor smashes microwave oven magnetrons, for the aluminum, even though I told him berylliosis is very serious.