Currently, it's not possible to show the First and Last name as a headline or greeting in the My Account templates.
The reason being, that we don't have this first or last name datapoints in the scope of the heading.
If you're using Identity Management or Identity Linking, a workaround would be to display the name directly on your website and then show the My Account section below it. You can get the user's data from the frontend using the Piano function tp.pianoId.getUser()and then you can just display it through JavaScript.
More information about this is available here.