Please finalize or cancel the document merge before you publish it

It means that someone else was editing the document at the same time you were, and has published their changes. This is your opportunity to review the things they did and the things you did, decide what to keep (or not) and finalize merging the two documents into one. You will get the option to keep only your changes and not the other person's, keep theirs and not yours, merge all, or make individual selections.