Youtube-dl warning message

[JD]

Downloading a tracks from youtube, I often get this warning
message:
WARNING: You have requested formats incompatible for merge. The formats 
will be merged into mkv

However the resulting mkv file neither shows the vid nor do I hear the 
audio.

The player is latest mplayer.

$ youtube-dl --version
2015.05.10

Does mkv need any special codecs that I do not have?