Попробуйте это:
SELECT DISTINCT LOWER(SUBSTR(firstName,1,1)) firstChars
FROM your_table
WHERE LOWER(SUBSTR(firstName,1,1)) IN
('a','b','c','d','e','f','g','h','i','j',
'k','l','m','n','o','p','q','r','s','t',
'u','v','w','x','y','z')
ORDER BY firstChars