Greetings,
If it is included in the message the ListMail email-subscribe feature should capture the subscriber's first and last name automatically.
You can bring the subject data into a ListMail custom field by modifying the following line in the included signup-listX.cgi file:
# custom field for subject line data, 'user1' thru 'user10'
$parse_subj_field = 'user1';
To bring the subject field into the users' first name would require some custom script run after signup. This could be done with the included xtra/signup-xtra.php file - I can help you if you want to go that route.
Regards