You can do this right in the search field at the top of the People sidebar. Anything you type after a comma will match the First & Middle Name field. So if you're looking for all Davids, you can just type ", david" . You can even combine this with a last name search. For example, to find any Davids whose last name begins with a C, you could enter "c, david" .
If you need even more control, Find Anything also allows you to search by first name. And of course for a less-targeted search, regular "Find" also searches in the First & Middle Name field
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