When Lufthansa merged with United....The flights remained the same but I had a United flight number instead of a Lufthansa one and had to check in on United desk....A nice lady from Lufthansa directed me there accordingly.
For starters, Lufthansa never merged with United. They are both in the Star Alliance as are a bunch of other airlines. But they are separate and distinct airlines. It's a completely different deal -- they just codeshare.
Ladybugga, the tickets you buy on a pre-merge airline will be honored but the problem might be if due to the combination of schedules, they might decide to cancel your flight. You'll get a refund, it's true, but you might end up then having to buy tickets at the last minute which will be expensive.
So my advice is before buying tickets on an airline that might be in merger talks, to check their and their partner's schedule out of your city. If there's only one of them flying from there, you won't likely have an issue. It'll only possibly come up if both fly from that city and they'll be merging their flights.
Except for the Delta/NWA merger which was announced recently, the only noises I've been hearing are about U.S. Air and United. If it comes, it won't come for quite a while since airline mergers always have to go through regulatory approval not to mention making labor unions play nice with each other is no picnic. In short, I don't think you'll have a problem.
However, I read elsewhere that United has been making bancruptcy noises again so if you can avoid buying tickets with them, I would.