Hi,
First, please check whether the merge steps are correct, follow the link below:
http://office.microsoft.com/en-001/word-help/use-mail-merge-to-create-and-print-letters-and-other-documents-HA101857701.aspx
Second, if the steps are correct, then try to create a simple Excel file, then try to merge with Word to check the issue. If it will not meet the issue, then the issue is caused by Excel file. If the issue still occurs, then try to start Word in safe mode
to check whether the issue is caused by some add-ins.
Jaynet Zhang
TechNet Community Support
