Hello.  I have numerous bam files which I need to merge into a single bam file.  How do I know whether I need to first index and sort the bam files?  
You should sort your files, as `samtools merge` expects sorted bam files, either by position (default) or by name (`samtools merge -n`). You can check if you bam are already sorted by looking at the SO flag:

    samtools view -H file.bam | grep "SO:"

> @HD	VN:1.0	SO:coordinate