Yes a person can change their first name just like they can change their last name.
The process to change your first name is the same process to change your last name.
You'll need to see a Judge and have the court process your name change for you and it can take some time.
Also you'll need to change your name on bills, etc so it's not a really easy process to change your first name or your last name.
Your drivers license or ID will also need to be changed as well with your new name.
The process to legally change your name is the same whether you want to change your first or last name.
Once you've obtained a court order authorizing your name change, you can use it to update your name on your birth certificate and other forms of identification.