If I move Traveling Merchant, do I have an option to not use his ability?

Ruling: You must use triggered abilities unless they say "may". For Traveling Merchant, there is no "may", so you have to use the ability every time it moves.

Nuances:

• The trigger will still go on the chain even if it says "may"
• You decide whether or not to do the effect when it resolves (for "may" abilities)