If the gel caps are not stored correctly, heat and humidity can make them stick to one another. Your gelatin capsules should be shipped in a controlled environment where the temperature is consistent. If you find yourself with gelatin capsules that seem glued to one another, there are some things you can do.
Shake the bottle filled with gel caps lightly for a second or so. Check the pills. If they are still stuck together, shake the bottle a little more rigorously, and recheck their condition.
Pull apart the pills from one another. Many of the pills should have come apart during the shaking process. The rest can be picked apart. Some might not be salvageable.
Contact the manufacturer of the gelatin capsules if shaking the bottle and picking apart the pills didn't work. Most companies will be replace your bottle of gelatin capsules.