SSMS gives error if column name is "MERGE" where as other keywords works
This is yet another flaky bug in yet another inconsistent and unreliable visual designer in SSMS. My suggestions, in this order:


Stop using the visual designers. Learn CREATE TABLE and other DDL syntax - not only does this break your dependence on terrible tools, it is also much easier to place these in source control, send them to colleagues, etc. When you are relying on pointing and clicking in a UI, your documentation of what you did will have to resort to Camtasia or other screen recording tools.
Stop using reserved words for column names.
If you must use keywords, put the brackets around them yourself.


I filed a bug on Connect, but don't hold your breath. Many of these buggy components of SSMS have been barely touched in years, and many usability bugs continue to get ignored unless they cause real problems (like data loss).