How can I merge weather data from different time zones?
Using your example of 10 AM EST and 9 AM CST, those are both exactly the same time and another way of specifying that time is 1500 UTC or 15Z (Z being historical for GMT, for your application the difference between UTC and GMT is negligible).

If you know the location of your stations then you can know their timezone.  To make inter-comparisons between stations meaningful you need to reference them all at the same time and the easiest way is to express them in UTC.  You are correct that this is just a nomenclature change but this gives all locations a common reference anywhere on earth.  All meteorological data natively uses UTC and has been since telegraph was invented and weather data was exchanged over large distances.