Like most American whiskeys (especially bourbon), mezcal contains a lot of natural congeners. These compounds are essentially what give the spirit its flavor, and chilling dulls these compounds. So never keep your mezcal in the freezer or fridge, and leave the ice behind unless you're using mezcal in a cocktail.
Sip it neat “The best way to drink mezcal will always be clean, in small sips similar to small kisses, always accompanied by a little water to cleanse the palate and hydrate,” Medina says. “In this way you can appreciate the different flavors and aromas of mezcal.”