I am painting in illustator, using a basic brush. Every mark that I make is creating a new sublayer grouped under Layer 1. Is there a way to stop this from happening? I don't need hundreds of sublayers. Also, is there a way to merge all of them now? I tried "Merge", "Flatten", Pathfinder "Unite". The Shape Builder tool is working, but for each stroke? Seems crazy. Thank you!
This is how Illustrator works. You are creating "Objects" with your brush and they are listed in the Layers Panel separately. That way they can each have different appearance attributes (different fill and/or stroke colors, width profiles, etc.). You can simply twirl the parent layer closed if this is bothering you or create a "Sub Layer" and draw your Brush stokes into that and keep it twirled closed.
The Brush is creating stroked paths. Most of the Pathfinder commands only work on filled shapes so first you need to go to Object> Expand Appearance to create filled shapes rather than stroked paths. Then the Pathfinder Unite or Merge commands will work.
Without seeing your artwork, it seems that the Blob Brush may be a tool you want to look at. It creates filled shapes that will "merge" with previously drawn selected shapes. Choose the Blob Brush tool (usually nested under the Brush tool) and hit enter/return to bring up the Blob Brush tool options.