Excel 2013 sort “To do this all the merged cells need to be the same size”

I was practicing sorting and filtering successfully as I tried to self-learn these functions. One of my sorts was to find only those reports written in June when suddenly, the above message came up when I tried a sort, and my worksheet is stuck in one of my sort modes. Sadly, I do most of my work with my project numbers in numerical order, and this sort doesn’t have that. What happened, and more importantly, how can I fix it?