Once you have merged your Microsoft and Skype accounts you will need to sign into Skype with your Microsoft account in order to see your messenger contacts.
If you have tried signing in with your Microsoft account and still can't see your Messenger contacts please let me know.
In my scenario, I had an old Skype Client, that did not show the ability to sign in with my Microsoft account.
If you are in the old Skype client, and you select the option to update... it will say you are all up to date.....
My opinion is.... that update is only looking for updates for that paticular build version, like:
and the new version is 6.x.x.x
so, download the latest client, then logon with the option of using your Microsoft account, vs. SKYPE NAME