In the United States, it is always appropriate to call people by their first names if you have been invited to do so. Teachers usually call students by their first names, as do others in positions of authority when talking to subordinates.
Speakers often use a person's first name when trying to put that person at ease.
Many Americans find it overly formal to be addressed as Mr. or Ms., so they rarely use the terms themselves when speaking to others whom they see as their social or professional equals. If in doubt, however, it is best to use a formal title until told that it is not necessary.