By creating a First Name Custom Field you would be able to collect your subscriber's first name through your Subscription Form.
Please note that the custom field is global and will be across all lists in your account.
To create a First Name Custom Field, follow the steps below :
Click on "Custom Fields".
Click on "Create Custom Field"
3.1 Give your First Name field a name.
3.2 Insert the default value that your website/blog visitors will see in the First Name field.
3.3 To make this field mandatory, check the box next to "Make this field mandatory to fill in".
To make the first letter of words entered in the field upper case, check the box next to "Fix Cases".
To make this field so that only a unique entry is enter, check the box next to "Force unique value entry"
3.4 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.