Merging Faces

Hi Blender heads.

Id like to know how to merge these faces, Im holding shift and clicking on the front part of my mesh to merge it into one solid face but Im getting a message:could not create merged faces. The reason Im trying to merge faces is, so I can
extrude the front part of the object as one single mesh. As you may notice this mesh is divided into 5 or 6 faces.

Can’t do that. Ngons can’t have holes in them.
Besides, you probably want to inset those. Try selecting one of those faces (from already selected in your pic), shift+G -> co-planar if they’re on the same level, i to inset.

Edit: arrow heads might need some manual work.

Hi JA12

Im doing as you have specified. but when I hit i this is the result Im getting. So I guess I cannot add bevelled edges to this mesh?
I cannot seem to control the inset, its going crazy on the mesh.

K. You can control inset by moving your mouse and left click to accept. After that you can adjust the inset from the operator panel, which is on the bottom of the tool shelf (T) or press F6.
If your object scale is not 1,1,1 (properties panel (N) in object mode), that would make it harder because the actual edge distances don’t match what is seen on the screen. Ctrl+A -> scale in object mode to apply scale, then try insetting again.