You can use the get_user_by function to get that user data, in your case first name and last name… Example : add this in the functions.php and you can get the first and last name value to add in your email body!!
add_filter( "wp_username_changed_email_body", "your_function" );
function your_function( $old_username, $new_username )
{
$email_body = "Your custom email text body.";
$user = get_user_by( 'login', $new_username );
if( $user )
{
$first_name=$user->first_name;
$lastname = $user->last_name;
}
return $email_body;
}