Als het MySql is, kun je het proberen
SELECT @n := @n + 1 n,
first_name,
last_name
FROM table1, (SELECT @n := 0) m
ORDER BY first_name, last_name
SQLFiddle
En voor SQLServer
SELECT row_number() OVER (ORDER BY first_name, last_name) n,
first_name,
last_name
FROM table1
SQLFiddle