There are log n levels in the recursion tree. At each level you have to do as many merges as there are sub-problems. At level j there are 2^j subproblems.  Each merge requires as many steps as are elements in the subproblem. At level j you are dealing with n/(2^j) elements to merge. So at each level you are doing (2^j) * (n/(2^j)) steps. The two (2^j) factors cancel each other out leaving n. In other words. At each level you have to do n steps.  (All this ignores constants.)  Since there are log n levels, the total is n * log n..