It appears that very recently (since the video I previously sent you was created less than 2 months ago) ... Amazon changed how they do things. It appears that your credentials are already there but you will have to go through a few different places to get them. Once you click that link from sku grid to get your keys and you log into your seller central account... everything you need is there.
Under Amazon MWS Developer Permissions, the first thing you will see is your Seller ID. That is the same as your Merchant ID. Copy & paste that into the Amazon Merchant ID field in your sku grid settings. Make sure not to copy & paste any extra white space before or after the id number.
Next, under Current Authorizations, you will see your store name there as the developer. In the far right column, click View Your Credentials. There you will see your Access Key and Secret Key (you'll have to click to unhide the secret key). Then copy and paste the Access Key and Secret Key into their corresponding fields in your sku grid settings. Avoid putting any extra white space before or after these keys when you enter them into Sku Grid.
Store Name is your store name. Enter your store name, but avoid any special characters or symbols if you have any.
The only field that you can no longer obtain from this screen anymore is the Amazon Marketplace ID. In order to find your Amazon Marketplace ID, you will need to visit https://docs.developer.amazonservices.com/en_US/dev_guide/DG_Endpoints.html Look for the marketplace you are selling on and copy the marketplace ID and paste into Sku Grid. For example, if you're selling on Amazon US, then the marketplace ID would be ATVPDKIKX0DER or if you were selling on Amazon UK, the marketplace ID would be A1F83G8C2ARO7P. The same would apply for whichever country you're selling on. Again, make sure that you do not put in any extra white space before or after the marketplace id.
Then scroll down and save settings. Then go back to finish configuring the rest of your Amazon marketplace settings.