Editar > Encontre > Formatar (especificar células mescladas) > Encontre todos.
Ou use uma macro:
Option Explicit
Sub testme()
Dim myCell As Range
Dim resp As Long
For Each myCell In ActiveSheet.UsedRange.Cells
If myCell.MergeCells Then
If myCell.Address = myCell.MergeArea(1).Address Then
resp = MsgBox(prompt:="found: " _
& myCell.MergeArea.Address & vbLf & _
"Continue looking", Buttons:=vbYesNo)
If resp = vbNo Then
Exit Sub
End If
End If
End If
Next myCell
End Sub