How about this:

Dim Filename As String, Dest As String

Filename = FirstName & "-" & LastName & ".pdf"
Dest = CurrentProject.Path & "\" & Filename
    
DoCmd.OutputTo acOutputReport, "YourReportName", acFormatPDF, Dest

It still doesn't recognize FirstName. My 2 versions of the code:

1 (what you sent me)
Dim Filename As String, Dest As String

Filename = FirstName & "-" & LastName & ".pdf"
Dest = CurrentProject.Path & "\" & Filename
    
DoCmd.OutputTo acOutputReport, "YourReportName", acFormatPDF, Dest

-----------
2
Dim Filename As String, Dest As String

Filename = FirstName & "-" & LastName & ".pdf"
Dest = CurrentProject.Path & "\" & Filename
    
DoCmd.OutputTo acOutputReport, "YourReportName", acFormatPDF, Dest

End Sub
-----
Do I need to tell VBA what file I"m FirstName from?

"It still doesn't recognize" doesn't tell us anything. What's happening? Let's see some screen shots of your code in place, and what happens when you run it.

Dear Richard,

All I want to do is when I print a statement as a PDF I want it's filename to be the current customer's first and last name. I'm sure it's simple, but I don't know how.

Thanksso much for your help.

Is FirstName on your form? If it is and Access doesn't recognise it check your spelling.

What's happening when you use what you have?

1st
Did you substitute your actual report name for "YourReportName"?
In other words if your report is QuarterlyCustomerInfoR you would have to put that in place of "YourReportName"

DoCmd.OutputTo acOutputReport, "YourReportName", acFormatPDF, Dest
to
DoCmd.OutputTo acOutputReport, "QuarterlyCustomerInfoR", acFormatPDF, Dest

2nd
No, you shouldn't need to specify where FirstName comes from.  It does however have to be in the Record Source for the report.

3rd
If your Field Names contain spaces you must enclose them in square brackets.

FirstName   Good
First Name  needs brackets  [First Name]

Works perfectly for me:

    Dim FN, LN, Filename
    FN = Forms!CustomerF!FirstName
    LN = Forms!CustomerF!LastName
    Filename = CurrentProject.Path & "\" & FN & "-" & LN & ".PDF"
    DoCmd.OutputTo acOutputReport, "OrderInvoiceR", acFormatPDF, Filename

Even if I put a space in the first name value...

Let's see what is happening EXACTLY on your system. Post screen shots of your code and the results.

Review Export Reports to PDF and if you're trying to loop with VBA to export multiple reports, see Access Developer 17.