Merging all sheets present in an excel workbook into one

Try this code out -

Sub consolidate_data()

Dim wsEachSheet As Worksheet

Mname = ActiveWorkbook.Name
Workbooks.Add
Fname = ActiveWorkbook.Name

Workbooks(Mname).Worksheets(1).Rows("1:1").Copy Workbooks(Fname).Worksheets("Sheet1").Range("A1")
For Each wsEachSheet In Workbooks(Mname).Worksheets
    With wsEachSheet
        lastrow = .Range("A" & Rows.Count).End(xlUp).Row
        If Workbooks(Fname).Worksheets("Sheet1").Range("A2") = "" Then
            .Rows("2:" & lastrow).Copy Workbooks(Fname).Worksheets("Sheet1").Range("A" & Rows.Count).End(xlUp).Offset(1, 0)
        Else
            lrow = Workbooks(Fname).Worksheets("Sheet1").Range("A" & Rows.Count).End(xlUp).Row
            .Rows("2:" & lastrow).Copy Workbooks(Fname).Worksheets("Sheet1").Range("A" & lrow + 2)
        End If
    End With
Next wsEachSheet

End Sub