There are many popular misconceptions concerning the size and scale of objects in the Solar System. These mostly have to do with a failure to realize the relative radii of planets and the Sun, and the failure to appreciate how large the outer solar system is relative to the inner solar system.
|The Sun and planets drawn to scale|
Indeed, on this scale the smaller planets like Pluto and Mercury are barely visible.
However, the large mass of these planets comes from their absolute sizes, not their densities. The inner planets are by far the most dense, as the following graph indicates: