MySQL pivot row for multiple columns
As the error message says.
When you use GROUP BYand ONLY_FULL_GROUP_BY is enabled(which should always be:
Then all Columns of the SELECT have to be in the GROUP BY or has to have a aggregation function
So your query should be
SELECT u.user_id, MIN(uc.first_name), MIN(uc.last_name), GROUP_CONCAT(ur.role_name) roles
 FROM user u 
  LEFT JOIN user_contact uc ON u.user_id = uc.user_id
  LEFT JOIN user_role_mapping urm ON urm.user_id = u.user_id 
  LEFT JOION user_role ur ON ur.role_cd = urm.role_cd 
  WHERE urm.org_id = 1 
 GROUP BY u.user_id;