diff --git a/R/merge.R b/R/merge.R
index ab93d5498..758269a71 100644
--- a/R/merge.R
+++ b/R/merge.R
@@ -35,10 +35,14 @@ merge.data.table = function(x, y, by = NULL, by.x = NULL, by.y = NULL, all = FAL
   if (!is.null(by.x)) {
     if (length(by.x)==0L || !is.character(by.x) || !is.character(by.y))
       stopf("A non-empty vector of column names is required for `by.x` and `by.y`.")
-    if (!all(by.x %chin% nm_x))
-      stopf("Elements listed in `by.x` must be valid column names in x.")
-    if (!all(by.y %chin% nm_y))
-      stopf("Elements listed in `by.y` must be valid column names in y.")
+    if (!all(by.x %chin% nm_x)) {
+      missing_by_x = setdiff(by.x, nm_x)
+      stopf("Elements listed in `by.x` must be valid column names in x. Missing: %s", paste(missing_by_x, collapse = ", "))
+    }
+    if (!all(by.y %chin% nm_y)) {
+      missing_by_y = setdiff(by.y, nm_y)
+      stopf("Elements listed in `by.y` must be valid column names in y. Missing: %s", paste(missing_by_y, collapse = ", "))
+    }
     by = by.x
     names(by) = by.y
   } else {
@@ -50,8 +54,12 @@ merge.data.table = function(x, y, by = NULL, by.x = NULL, by.y = NULL, all = FAL
       by = intersect(nm_x, nm_y)
     if (length(by) == 0L || !is.character(by))
       stopf("A non-empty vector of column names for `by` is required.")
-    if (!all(by %chin% intersect(nm_x, nm_y)))
-      stopf("Elements listed in `by` must be valid column names in x and y")
+    if (!all(by %chin% intersect(nm_x, nm_y))) {
+      missing_in_x = setdiff(by, nm_x)
+      missing_in_y = setdiff(by, nm_y)
+      stopf("Elements listed in `by` must be valid column names in x and y. Missing in x: %s. Missing in y: %s", 
+            paste(missing_in_x, collapse = ", "), paste(missing_in_y, collapse = ", "))
+    }
     by = unname(by)
     by.x = by.y = by
   }
diff --git a/man/setkey.Rd b/man/setkey.Rd
index 378f1a106..82e584ca3 100644
--- a/man/setkey.Rd
+++ b/man/setkey.Rd
@@ -55,7 +55,18 @@ haskey(x)
 \arguments{
 \item{x}{ A \code{data.table}. }
 \item{\dots}{ The columns to sort by. Do not quote the column names. If \code{\dots} is missing (i.e. \code{setkey(DT)}), all the columns are used. \code{NULL} removes the key. }
-\item{cols}{ A character vector of column names. For \code{setindexv}, this can be a \code{list} of character vectors, in which case each element will be applied as an index in turn. }
+\item{cols}{ A character vector of column names. For \code{setindexv}, this can be a \code{list} of character vectors, in which case each element will be applied as an index in turn. 
+
+# Example: Single character vector of column names
+DT = data.table(A = 5:1, B = letters[5:1], C = 10:6)
+setindex(DT, A)        # Set index using a single column
+indices(DT)            # View the indices
+
+# Example: List of character vectors
+setindexv(DT, list(c("A", "B"), c("B", "C"))) # Setting multiple indices
+indices(DT)            # View all indices
+indices(DT, vectors = TRUE) # View indices as a list of vectors
+}
 \item{verbose}{ Output status and information. }
 \item{physical}{ \code{TRUE} changes the order of the data in RAM. \code{FALSE} adds an index. }
 \item{vectors}{ \code{logical} scalar, default \code{FALSE}; when set to \code{TRUE}, a \code{list} of character vectors is returned, each referring to one index. }