Beginner's exercise to ask for first names and surnames
Styling:

You have to fix the case of your identifiers to be more idiomatic. It means:


Class names should be Capitalized ("Testing", "Funcs", ...)
Class members and variables should use camel case ("firstName", "inputSn", ...)


Also:


The method names of class funcs behaves like a "setter", so it should have a name like setNames. In general, try to use action verbs in your method names.
Edit: the setXX() methods of funcs should not return anything, as they are "setters", they are there to "set".


Code quality:


Variables like "String First_Name" should not all be declared at the beginning of the method, but instead next to the place where they are first used. This way you limit their scope (which makes programming errors more clear) and the code is easier to read.
Similarily, if you don't have a compelling reason to have all the Scanner instances as class members, declare them in your main method where they are used.
Why do you use different Scanner objects for every input? You can simply use one Scanner and use its nextLine() method 3 times. That's the only "performance" tips that you can get, I think (not that you would have any performance problem with such a short program anyway).
Edit: In the line funcsObj.names( funcsObj.setFn(First_Name), funcsObj.setSn(Second_Name)); you are actually setting the members of your funcs objects twice. First in the setFn and setSn methods and then in the names method. You don't need to. Just call your setXX methods. If you want to have the members thing incremented and the data displayed, you can rename names into incrementMembers and remove all setting code from there.