Finding someone based on just a common first name alone is virtually impossible. However, your odds increase if you have some other information about the person, especially if she has an uncommon name.
If you're looking for someone named David in New York City, then you'll need to dig out a little more information to find him. However, odds increase if you're looking for someone with an uncommon name like Swiftolina, especially if that person lives in a small town. Use whatever information you have available; knowing the state, city, zip code or street the person lives on can be very useful. The phone number, where the person works or attends school also helps narrow things down. Although an unlikely way to find someone, a Google search is an easy way to begin.
Most telephone books and directory sites do not allow first name searches, but a few sites do. Intelius is a national search tool that allows first-name searches if you also enter the state or other location. Reference USA is another means of first-name searches that's available at many public libraries. Some school websites allow first-name searches. Facebook, MySpace, LinkedIn or any other social networking site can be useful too.