There are a few ways.
Your best option is to go to a Blender website or forum since they’d have all the answers you need.
You should first select all the Vertices by being on the Vertice tool (top left of your screen, a dot, line or plane image) and press A to select all then go to the Vertices tab and Merge Vertices (Alt M I think) and Merge by distance. I usually select something like .002 studs since it’s fairly small. This will take all vertices that are .002 studs apart and make them into 1.
Unions have a horrible way of creating double vertices.
After merging your vertices as a group you can merge them by selecting 2 or more and use Alt M again, but select ‘at last’ or ‘at first’ or ‘at center’, whichever works best for you.
Adding on to what @Scottifly, you can also manually select the faces using face select mode(the faces you want to merge) and press ctrl + x to dissolve(or merge) the faces.
Try inserting a plane and go into edit mode, then press k to use to cutting tool. After that, cut out a shape and press enter. Delete the 2 extra parts of the plane that you won’t need, and then click e on the thing to extrude it. Example here: