Wow, what a question… there so much to be said here about how babies form from fusion of two cells and develop to a multicellular being, but I want to let you learn all this in developmental biology when you join the university.
Briefly though, fusion of body parts eg fingers (syndactyly) is caused by a failure of a process called interdigital necrosis which normally separates the fingers , during the 6th-8th week of pregnancy. And this is thought to be genetically determined.
Please let me know if this isn’t clear yet or if you have further questions. In deed I haven’t had any other questions from you Cinderella!