We support three types of interval lists, as mentioned here. Interval lists should preferentially be formatted as Picard-style interval lists, with an explicit sequence dictionary, as this prevents accidental misuse (e.g. hg18 intervals on an hg19 file). Note that this file is 1-based, not 0-based (first position in the genome is position 1).
One relatively easy way to combine your intervals is to use the online tool Galaxy, using the
Get Data -> Upload command to upload your intervals, and the
Operate on Genomic Intervals command to compute the intersection or union of your intervals (depending on your needs).