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Merged mechanical layers occur during export from some CAD suites. The merged mechanical layers is a tool used to include drawn elements, such as title blocks, on all exported layers for documentation. If the data in the mechanical layer occupies the same space as the design however it can result in unintended connections being made, please see the example below.
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As you can see highlighted in the above example, some data from the assembly layer was merged into the top copper this Arduino design resulting in all of the microcontroller, USB, and ICSP pins being shorted together.
To help guard against this sort of issue we highly recommend reviewing your exported production data in a gerber viewer. Also if your design does not require merged mechanical layers it is best not to include them. Often this shows up an option during the export and in most software it is disabled by default.