How To Merge Multiple Polygons/Features Into Single Polygon Using QGIS

Select the vector shapefile layer in layer panel, and enable Toggle editing and select Feature by area or single click.

Demo : Custom GeoJSON World Map for HighMaps

Step 1:

 Now hold command key (mac) or contrl key (windows) to select all the polygons/features you want to merge.

Step 2:
 Next select Vector -> Geoprocessing Tools -> Dissolve option. It will open popup where check the checkbox of selected features only.

You may also like full tutorial how create custom GeoJSON from shapefiles using QGIS. Also drawing custom highmaps with world miller cylindrical projection. Create Custom GeoJSON World Map for HighMaps Using QGIS