Starts and idles fine but dies when i give it gas

My Mercury mountaineer 2001 dies when I try to accelerate.. it will idle fine and barely go as long as I'm not trying to go up Hill . there's a weird knocking coming from sorta behind or below the glove Box and my heater keeps coming on and off. Anyone know this problem? Electrical or fuses? Or Fuel pump, filter? or alternator
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Even friends might have a simple fuel pressure gauge or a VOM meter. Working completely in the dark won't get you anywhere most likely.