to draw a crescent :
draw two circles with diffrent diameter
align them using menu object/align and distribute (or just move them using the mouse)
select both
menu path/difference
The "merge filter" was not the way to go imho, it's a kind of graphic primitive that you could use in filters.
Filters allow you to apply effects that would not be possible with pure vector (square, triangle, circle, path...)
They could be usefull to imitate turbulent texture
viewtopic.php?f=9&t=12678&start=25#p50844viewtopic.php?f=9&t=12678&start=25#p59312but to do this they need to "convert" their input in a bitmapped version
You can create a filter that color an input shape in red, color a second version in blue, offset it then merge those two.
If you apply it on a circle, the output of filter would be "a bitmap of red circle near a blue circle" and not a red circle and a blue circle = you won't be able to move away or delete one of the circles.
So what you want was probably a boolean operation between two (vector) shapes that result in a new (still vector so still editable) shape. The boolean operations are in the path menu. With them you'll be able to combine/intersect/compute difference between two shapes.
Support for filters outside of inskscape (eg in browser) is rather poor and even inkscape doesn't implement all filter primitives that are described in svg spec.
So if you expected to export and use your work as svg, be warned that not a lot applications display filters as expected.