Work in progress, and not an endorsement of any of these. Feel free to add to this list via Pull Request or submit an issue
SQLite and SQLitestudio are a good place to start if you need to easily and freely create SQL capable database
CSVDedupe: Fairly simple command line tool to deduplicate csv files and to link records.
OpenRefine: Free, open source tool for working with messy data and improving it
Metabase: Metabase is an open source data exploration and visualization tool.
Superset: Apache Superset (incubating) is a modern, enterprise-ready business intelligence web application.
Excel Based Tools we don't judge you if you're comfortable with Excel
Power Query: Microsoft Power Query for Excel is an Excel add-in that enhances the self-service Business Intelligence experience in Excel by simplifying data discovery, access and collaboration
Power Pivot: Power Pivot is an Excel add-in you can use to perform powerful data analysis and create sophisticated data models. With Power Pivot, you can mash up large volumes of data from various sources, perform information analysis rapidly, and share insights easily
Fuzzy Lookup: A simple excel tool to link data without uniqiue id's