We must complete the main document to continue further.  

In the main document you must insert special instructions to tell Word where to place the personalized information from the data source that changes in each letter.  The instructions you insert into the main document are called merge fields.  The merge fields are those you created in the Data Source. The location of a merge field in the main document indicates where the corresponding information from the data source will appear while printing the letter.

A merge field begins with a open double bracket and ends with a double closed bracket.