Set different page and window titles What I'm trying to do seems simple, and I'm sure it is, I just don't know what theme files need to be modified and how to modify them.

I want to make the user profile page display the user's first and last name (custom fields assigned to the User profile) as the title, rather than their username (which is default).

What I'm assuming can be done is intercept the title variable somewhere and change it to what I want.

How can I do this?

Cheers.
In Drupal 7, the template file that sets the title shown in the browser page is html.tpl.php, while the template that sets the page title is page.tpl.php.  

Both the templates don't receive a variable containing the user object to which the page is referring, as those templates are used for every page. If you want to change the titles only for user pages, then you need to get the user object using menu_get_object('user'). The function returns FALSE if the currently shown page is not a user profile page; that is what happens when the viewed page is, e.g., example.com/node/1.