I have model, imported from STL a file, and cleaned up the mess with triangles a little. I removed all doubled vertices and edges.
So I clicked together all linked faces manually and made one out of them using "Make Face".
Now I have a rounded face that looks not that nice, see the screenshot, please.
What went wrong there?
The problem with using "Make Edge/Face" in this case is that the resulting face is an n-gon. Since the resulting face can't make that kind of smooth curve it will look strange depending on the angle from which it is viewed. Instead, you can try using "Bridge Edge Loops". Just be sure to only select the curved edges and not the two edges that connect them like this...
And you should get this...
If it doesn't work it's most likely because the number of edges on each side are unequal which you can check in the info panel on the upper right side of the screen.