Nah. You only have to remember the central idea (if you have two sorted "runs", you can merge them into a single sorted run). You draw a quick diagram to explain the idea, you go ahead and write code that does it.
Then you apply recursion, and write down the overall algorithm (subdivide into runs until you can use some other method to sort it, then merge recursively).
Bonus points if you can explain the circumstances when this is useful (when you want to sort data that is a lot larger than your main memory, but you can write it on disk or tape). Which is kind of obsolete today, unless you are again dealing with BIG data (everything old is new again...)