It is advisable not to merge two databases into a single one directly through your RDBMS. Each database stores it's Pages, Spaces, Objects, Classes, etc with an unique "id" associated to each of these entities. Again, these entities are stored across tables. In fact, it is highly recommended that you do not make changes to the database directly since XWiki uses ORM through Hibernate to access these entities. \
However, if migrating users from one database to another is not a requirement, you can still migrate all the content from one database to another (one space at a time). This would be equivalent of merging two database although over-writing is possible if there are two Pages with the same name in both wikis. \
Please use the import/export feature in XWiki Preferences to export content from one wiki and into another. In case, your Spaces are huge (greater than 10 MB in size), please follow the instructions at this FAQ