You can dual mine any coins if the hardware supports both of them individually. This may or may not produce better overall results than mining only one of them. The simplest version of dual mining just involves running two separate mining programs, one for each coin, and having them utilize the same hardware. This reduces hashrates for both.
Claymore has developed dual-mining software that supports ETH and one other supported cryptocurrency. His thread is also in this subforum:
https://bitcointalk.org/index.php?topic=1433925.0Merged mining is a special case, where work done towards mining on one blockchain is "reused" on the other in a way that results in minimal performance decrease when mining either coin. (This obviously isn't a super in-depth explanation, but I think it'll suffice for what you're looking for.)
Back on the Eclipse MC pool a long time ago, Bitcoin and Namecoin were often merged mined together.
In order for merged mining to be possible, the two coins do need to use the same algorithm for mining. However, that alone doesn't guarantee merged mining can be done. Since you're relatively new to mining, if you're really interested in merged-mining, try to find a pair of cryptocurrencies that are widely known for supporting merged-mining, rather than trying to pick and choose two individual currencies that meet all the exact conditions necessary for it. (Still no guarantees that a pair you find would be more profitable than only mining an entirely different currency. For example, merged mining Bitcoin and Namecoin on a CPU would not be more profitable than just mining a CPU coin.)
