You can right click on the column headers and choose More and then add Last
Name and then First Name so you can sort like the rest of the world, unlike
the way MS has dictated.
In Mail, I went to Tools, Window Contacts and set the view to Details. It
lists my contacts by first name. I right clicked on the Name column, selected
More and the options listed are for showing more details for the displayed
contacts. Name is checked (grayed out), first name is checked and last name
is checked. It doesn't give a "sort by" option. So, I went up to View on the
Menu bar, selected Sort by and checked last name and nothing changed. Very
frustrating.