FirstName and LastName are in the GenericAttribute table
use this query to find
SELECT c.[Id]
,[CustomerGuid]
,[Username]
,ISNULL(FirstName.Value, '') + ' ' + ISNULL(LastName.Value, '') AS FullName
,[Email]
,[EmailToRevalidate]
,[AdminComment]
,[IsTaxExempt]
,[AffiliateId]
,[VendorId]
,[HasShoppingCartItems]
,[RequireReLogin]
,[FailedLoginAttempts]
,[CannotLoginUntilDateUtc]
,[Active]
,[Deleted]
,[IsSystemAccount]
,[SystemName]
,[LastIpAddress]
,[CreatedOnUtc]
,[LastLoginDateUtc]
,[LastActivityDateUtc]
,[RegisteredInStoreId]
,[BillingAddress_Id]
,[ShippingAddress_Id]
FROM [dbo].[Customer] c
LEFT JOIN GenericAttribute FirstName
ON c.Id = FirstName.EntityId AND FirstName.KeyGroup = 'Customer' AND FirstName.[Key] = 'FirstName'
LEFT JOIN GenericAttribute LastName
ON c.Id = LastName.EntityId AND LastName.KeyGroup = 'Customer' AND LastName.[Key] = 'LastName';
//Rashed