for i in {1..3}; do cat "$i.txt" >> 0.txt; done
I found this page because I needed to join 952 files together into one. I found this to work much better if you have many files. This will do a loop for however many numbers you need and cat each one using >> to append onto the end of 0.txt.
Edit:
as brought up in the comments:
cat {1..3}.txt >> 0.txt
or
cat {0..3}.txt >> all.txt