Gisela, the Broken Blade is a legendary creature that melds with Bruna, the Fading Light to create Brisela, Voice of Nightmares. All three are legendary creatures and as part of the meld action are exiled before returning melded into a new object. The question is, will that new object, Brisela be considered a player's commander still, for purposes of doing commander damage?
Yes, if either Gisela or Bruna are your commander at the start of the game, when they meld together Brisela will still be considered your commander for all purposes. When and if Brisela leaves the battlefield only the original commander half will follow the commander rules for returning to command zone, the other half will behave as any other creature would. This is covered in the rulings for both Bruna and Gisela:
In a Commander game, your commander may be Bruna, the Fading Light or Gisela, the Broken Blade, and the other may be in your deck. If they meld into Brisela, Voice of Nightmares, Brisela will also be your commander; but if Brisela leaves the battlefield, only the card chosen as your commander at the start of the game may be put into the command zone.