If you get rid of the masks, you may select each pair of end Anchor Points with the Direct Selection Tool and Ctrl/Cmd+J to join them.
I don't quite understand =/ I don't know what the masks are and when I used the direct selection to join them - they made extra lines that i didn't want.
All i need is for it to be one simple shape, instead of lots of paths cause of all the different lines I used.
Ungroup the paths, and leave them all selected. Choose the Live Paint Bucket and click inside the shape to make it a Live Paint Group. With it still selected, click the Expand button in the Options Bar.
If you look at the Layers palette/panel, and click the arrow pointing at layer 1, you will se what is in it.
If you click the circles to the right, you select the different parts; now:
1) Ungroup all Groups (Ctrl/Cmd+Shift+G;
2) Delete all Clipping Masks.
Then you will be left with the simple paths you presumably started with.
If you View>Smart Guides, you can see what you are working on with the mouse.
3) Now you may DirectSelect the end Anchor Points where the paths meet by ClickDragging over them (you can tell by mouseover where the paths are, and meet), and finally join them by Ctrl/Cmd+J.
Step 3) is also a way to join the paths while creating them.
If you have (one of) the latest version(s), you may do as John said instead; but step 3) may be good to know in any case.