You can upload an .csv file to create a list in your account. If you saved your list from an .xls or .xlsx into a .csv, it will only see the first sheet in a workbook. If you have more than one sheet in your workbook you'll need to move any contacts to the first page of your .xlsx file in order to make sure they're there before you save your file as a .csv.
To consolidate your sheets, copy and paste data from the sheets into sheet1. If you have more than email addresses on the sheets, or if you have many sheets in the workbook, check out this tutorial from Microsoft to easily combine them.