Merlin is called Emrys because that was the name that was given to him when he was born in Caer-Fyrddin. Later he became known as Merlin, which is a Latin translation of the Welsh word Myrddin.
Merlin began to make an appearance in the early 10th century. He was first known as a prophet before his character evolved into a magician. According to legend, Merlin was an illegitimate child. His mother was a Royal Princess of Dyfed who had become a nun. Legend says that Merlin's father was an angel that visited the nun princess and left her with a child. Merlin's enemies said that his father was an evil spirit who impregnated his mom while she was sleeping. He would have been an evil character, but he was baptized early in life and that stopped him from being evil.
Some experts believe that there were two Merlins. One Merlin was Myrddin Emrys and the second was Myrddin Wylt. Merlin's final resting place is debated. Some say that it is beneath Merlin's Mount, also known as Merlin's Mound, at Marlborough College in Marlborough, while others believe that it is at Drumelzier in Tweeddale, at Bryn Myrddin near Carmarthen or at Ynys Enlli off the Lleyn Peninsula.