Good question!

While traditionally (and pretty much in everyday life over here in Japan) the last name usually comes first, Japanese gamers are quite aware of the fact that Westerners do things backwards (or forwards, depending on your perspective), and for the most part, when playing an RPG of this nature, have come to expect that first names will come first.

This is the case with FFXIV, and no matter which client you play on, you'll find that names are always displayed first name first. So, you can rest easy knowing that you haven't been disrespecting your fellow compatriots, their ancestors, or their culture. Huzzah!

As for those who have chose to input their surname in the given name slot... Well... I don't know if there's anything we can do there. He (or she) will just have to let everyone know what he wants people to call him...which, on second thought, could end up being a great conversation-starter. Win-win!