Once you open up the function, you'll see that Majestri, in our infinite wisdom, have had a red hot go at trying to guess who all your duplicates might be.
Two people that can be merged will each have an arrow; one pointing up and one pointing down.
Basically, pick which one you want to keep and click the arrow of the other record. We'll repeat that. The record whose arrow you decide to click will be considered the duplicate.
You'll get a little screen pop up asking you to confirm the merge and "Hey Presto!", it's all done.