Learn Romanian: Ei merg acasă acum.

The dictionary form is a merge (to go). Because it ends in -e, it belongs to Conjugation 3. For the ei/ele (they) form of these regular verbs, the ending is usually dropped, leaving just the stem merg. Interestingly, this makes it identical to the eu (I) form.

Since the 'I' form and 'they' form are both merg, is the word Ei required here?

It is highly recommended here for clarity. In Romanian you can usually drop subject pronouns. However, because merg could mean either 'I go' or 'they go', using Ei (they, masculine/mixed) or Ele (they, feminine) clarifies exactly who is going. If the context was already obvious, you could leave it out.

Why isn't there a word for 'to' before acasă?

Romanian works exactly like English in this specific case. Just as you say 'go home' instead of 'go to home', you say merg acasă. You do not use the preposition la (to/at) with the word acasă.

How do I pronounce the 'g' at the end of merg?

It is pronounced with a hard 'g' sound, like in the English word 'get'. In Romanian, 'g' only gets a soft sound (like the 'j' in 'jump') when it is immediately followed by an 'e' or an 'i', which happens in other forms of this verb like el merge (he goes) or tu mergi (you go).