It sounds to me like you have extruded multiple faces, without having the keep faces together option turned on. If you are not to far down your project I would redo it and if you still have history undo everything until you reach the point where you were ready to extrude.

If not then you have a long hard road ahead, as arran stated if this is all one peice of geometry then you should be able to merge the verts without issue. If it is multiple geometry then you, first need to combine it to get verts from diff geometry to merge. As I stated above it looks like on peice of geometry without the Keep Faces Together option ticked. This is done by:

Polygons > Tool Options > Keep Faces Together

This will then be ticked and any subsequent geo extruded from a surface with multiple faces selected will be correct. To get around this problem for the time being is long winded and can give you problems with the geo.

Go into component mode and choose faces, if you see two faces that have extruded with faces on the inside then, delete them. Then attempt to merge them as arran suggested. If none of this works then start again I am afraid.