Simplest way to merge Row-cells of first column is as below. Please note that For Loop is always to be iterated in reverse.
protected void GridView1_DataBound(object sender, EventArgs e)
    {
        int RowSpan = 2;
        for (int i = GridView1.Rows.Count-2; i >=0 ;i-- )
        {
            GridViewRow currRow = GridView1.Rows[i];
            GridViewRow prevRow = GridView1.Rows[i+1];
            if (currRow.Cells[0].Text == prevRow.Cells[0].Text)
            {
                currRow.Cells[0].RowSpan = RowSpan;
                prevRow.Cells[0].Visible = false;
                RowSpan += 1;
            }
            else
                RowSpan = 2;
        }
    }
If you want to merge row-cells of all columns similarly, you can use another "forloop" within outer forloop written above