By creating a First Name Custom Field you would be able to collect your subscriber's first name through your Subscription Form.
To create a First Name Custom Field, follow the steps below :
Click on the "Lists" tab.
Select your list.
Click on "Custom Fields"
Click on "Create New Custom Field"
5.1 Give your First Name field a name.
5.2 Insert the default value that your website/blog visitors will see in the First Name field.
Note: To make this field mandatory, check the box next to "Make this field mandatory to fill in".
5.3 Click "Create Custom Field".
Your First Name custom field has been created, now when you create your subscription form you can add the field to your subscription form to collect your subscribers names.