Some microcontrollers have a sperate analog and digital ground to control the ground return currents from the microcontroller. If the microcontroller is switching large amounts of current (as it changes state) the currents exit through the ground pin. The small amounts of resistance and inductance in the pins and PCB can create small voltages that may create noise on the ADC subsystem of the microcontroller.
Make sure you have a good solid ground plane beneath the microcontroller and watch the return currents on the PCB (currents flow and create voltage even through large ground planes. Sometimes it is well to place a divider between the digital and analog sides of the ground to route large return currents away from the microcontroller. (you route currents by proper component placement, currents return to the source)
For most microcontrollers, the ADC's are 12-bits and it's easy to keep the noise below the 0.8mV per bit level (if you have a 3.3V ADC). So go ahead and tie the grounds together.