The work is devoted to the critical analysis of theoretical prediction and astronomical observation of GR effects, first of all, the Mercury's perihelion advance. In the first part, the methodological issues of observations are discussed including a practice of observations, a method of recognizing the relativistic properties of the effect and recovering it from bulk of raw data, a parametric observational model, and finally, methods of assessment of the effect value and statistical level of confidence. In the second part, the Mercury's perihelion advance and other theoretical problems are discussed in relationship with the GR physical foundations. Controversies in literature devoted to the GR tests are analyzed. The unified GR approach to particles and photons is discussed with the emphasis on the GR classical tests. Finally, the alternative theory of relativistic effect treatment is presented.