gdal_merge_vrt: command not found

Maybe Your $PATH variable doesn't contain the default paths? echo $PATH should give something like:

[root@server ~]# echo $PATH
/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin

If it's empty, You may set the PATH variable with this command

export PATH="/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin"

On Debian possible default full paths are:

/usr/bin/gdal_merge_vrt - from package: dans-gdal-scripts

You may install the required package with command apt-get install {package}

Error in other languages:
gdal_merge_vrt: bevel nie gevind nie
gdal_merge_vrt: comandă negăsită
gdal_merge_vrt: comando não encontrado
gdal_merge_vrt: commande introuvable
gdal_merge_vrt: command not found
gdal_merge_vrt: käsku ei ole
gdal_merge_vrt: không tìm thấy lệnh
gdal_merge_vrt: komanda nerasta
gdal_merge_vrt: Kommando nicht gefunden.
gdal_merge_vrt: kommandot finns inte
gdal_merge_vrt: komut yok
gdal_merge_vrt: nie znaleziono polecenia
gdal_merge_vrt: níor aimsíodh an t-ordú
gdal_merge_vrt: no se encontró la orden
gdal_merge_vrt: no s'ha trobat l'ordre
gdal_merge_vrt: opdracht niet gevonden
gdal_merge_vrt: parancs nem található
gdal_merge_vrt: perintah tidak ditemukan
gdal_merge_vrt: príkaz nenájdený
gdal_merge_vrt: příkaz nenalezen
gdal_merge_vrt: команда не найдена
gdal_merge_vrt: командата не е открита
gdal_merge_vrt: 命令找不到
gdal_merge_vrt: コマンドが見つかりません