In sharepoint in topest bar shown the active directory user name. I want to show user first name + last name instead of it.
How I can do that?
That part is coming from a User Control named welcome.ascx. There are multiple ways of changing, most easy (but not necessarily the most recommended - because changing out-of-the-box controls should be avoided) is to edit the control in the CONTROLTEMPLATES folder in the 14/15 Hive.
Another one would be to build your own control by inheriting from he original one. Best reference on Wictor Willen's blog http://www.wictorwilen.se/post/having-fun-with-the-sharepoint-welcomeascx-control.aspx