Hola João
Officially, the full name format is fixed to "Lastname, Firstname" and can not be changed.
The system uses procedure [GetDimAgentProfile] and function [GetUserFullName] while parsing the full names for agents, so theoretically you might be able to customize those to do the trick. However, tweaking the databases is not encouraged by SAP as it could affect the supportability of your implementation. Please consider carefully.
BR
-Lasse-