Merge many Excel/CSV files into one sheet: Power Query steps and 3 gotchas

Every month someone sends you twelve branch reports, or a folder of CSV exports, and you spend an hour copy-pasting them into one sheet. Excel already has a built-in way to do this: Power Query. Here is the short version, plus three things that usually break it. Put all files you want to merge in one folder (nothing else in it). In a new workbook: Data > Get Data > From File > From Folder, pick the folder.