Name initials are Last First. How to change to First Last?

I want Last Names for my contact list order. But I want First Names Initial Last Name Initial in my Messages as the initials are now backwards. Did not have this issue on my iPhone 6 Plus. It is correct in my Contacts as Gilbert Marilyn so all the Gilberts are in the Gs. But in the message it shows as GM instead of MG which I prefer or just their First name. But in the Messages in Settings I cannot locate where to change just in Messages.