Show more fields under admin/people when i go to admin/people section. it is showing  me 

username, roles, etc. 

I want to show first_name, last_name as well. 

is there is any way to do this 

Thanks
Install the module Admin Views
An overview from the module page:

Replaces administrative overview/listing pages with actual views for superior usability.
Features

Filter all administrative views via AJAX.
Perform any kind of bulk/mass operations on items in administrative views.
Filter content by title, node type, author, published status, and/or vocabulary.
Filter comments by title, author, node title, or published status.
Filter users by name, ban/blocked status, or user roles.


Once installed this module will replace the main admin content page, and the admin user page with pre-made views. You can then customise these to suit your needs (adding or removing fields / filters).