The Gunners meet Atletico as Premier League leaders.
Merino said, "We have an amazing squad in every single position. We have top players and in the midfield, it's exactly the same.
"It's tough to select who's going to play for the coach because he has quality all over the squad and whenever I'm not starting or whenever I'm starting, the mentality has to be the same, try to help the team, impact in the way you can, not only with goals or assists, but also defensive rate, tying to be in the right spots for your teammates to be free sometimes.
"The mentality as a whole is not to try to be the main character in the play, but to play your role, even if that is coming from the bench, to try to do it the best way possible and try to help the team achieve the most important thing, which is to win.
"It's been an amazing start of the season for us. I think there's always a lot of expectations on how the season starts but to be honest the most important thing is how it ends. It's good that we are in a good momentum now.
"The team is full of confidence and we are in a good streak at the minute but obviously this is a long journey and the good thing is we are mentally ready to approach it and give the best of us."