First thing I need is a 2nd keyboard to try this.....
Second thing I need is to learn to play the keyboard.

Should be half the effort with 2.

Mesh
First thing I need is a 2nd keyboard to try this.....
Second thing I need is to learn to play the keyboard.

Amen to that!

It's just like playing guitar... or bass. Just don't think about it too much. (or at all.)

When you refer to a "merge box" are you referring to something like a Motu midi interface?

Kinda. There are MIDI multiplexers such as MOTU's MIDI Express, which are offer far more functionality than the OP's needs. A "merge box" is simpler, taking 2 or more MIDI inputs and combines them into a single MIDI output. I use one of these on stage to control one device from two different keyboards. A MIDI splitter is just the opposite: it takes a single MIDI input and duplicates it to 2 or more outputs. A multiplexer can perform both of these tasks, plus a whole lot more.

Back in the day, when I used external MIDI gear (keyboards and rack synth modules), I found that using a M-Audio MIDISPORT 4x4 let me have complete in/out control of up to 4 MIDI devices.
 
https://www.sweetwater.com/store/detail/MIDISport4AE
 
This way I could control everything via its own MIDI port from Cakewalk
 
As an afterthought, since M-Audio was bought out by Avid, then later sold to inMusic Brands, perhaps MOTU is a better source for up to date MIDI hardware...  http://motu.com/products/midi/lite  
https://www.amazon.com/MOTU-MICROLITE-micro-lite/dp/B0002NRFH6

This is a great thread for me, as I am kind of in the same boat.  I started with just a Roland keyboard, but just recently got a Moog module.  I am space limited, so I am looking at other modules as well.  (This hobby has bitten me HARD!).  I need to find someway to connect my keyboard to other modules, but I do not want to be dependent on a computer or DAW to route.   I want to be able to just turn on a couple of modules and play around with them without having my computer on.  Is there such thing as like a "midi switcher"?  IE - I push a botton, and my keyboard controls Module 1, hit another switch and it controls Module 2, etc...

husker
This is a great thread for me, as I am kind of in the same boat.  I started with just a Roland keyboard, but just recently got a Moog module.  I am space limited, so I am looking at other modules as well.  (This hobby has bitten me HARD!).  I need to find someway to connect my keyboard to other modules, but I do not want to be dependent on a computer or DAW to route.   I want to be able to just turn on a couple of modules and play around with them without having my computer on.  Is there such thing as like a "midi switcher"?  IE - I push a botton, and my keyboard controls Module 1, hit another switch and it controls Module 2, etc...

That's a difficult one, the ideal connection when you have several synths is

For every synth
Synth midi-out > DAW midi-in
DAW midi-out > Synth midi-in
DAW midi clock master > all synths midi clock slave
All synths local control off

This way every synth has its own separate connection to the DAW and any synths keyboard can be routed to any synths audio generator (including its own of course). All synths use the same clock signal from the DAW so everyone stays in sync with their effects and arpeggiators. Latency between pressing a key and hearing a sound is kept to a minimum by not using any midi thru connections.

Of course if the PC is then turned off none of the synths can make a sound, it's like you need a midi interface which can route without the PC being present and I'm not sure this exists at least I haven't seen one. You would need a device that recognised the PC was off and then routed midi-in 1 to midi-out 1 etc. And generated a midi clock on all the midi-outs too.

Your synths can operate without the PC but you have to turn their local control back on and their midi clocks to internal so that their arps and time synced effects e.g. Delay work as expected.

I think I am probably making this more difficult than it actually is.
 
Each of the modules would be connected to the my AI, so the sound should go to that.  So, really all I need is some box that can connect the Midi Out of my FA08, and split it to the Midi in of several modules.  
 
I could record the modules through the audio inputs of the AI.