Contacts not displayed alphabetically

Contacts not displayed alphabetically

Hi, 

so when I look at my customer list and I go to a specific letter, e.g. A, I get all the contacts who's first name starts with A. This is what I want. 

However, when I click the display all, they are shown in alphabetical order, but based on the last name. Or even weirder, some by last and some by first. So it's very confusing and all over the place. I would like these to also all be displayed alphabetically by first name. How do I do that?

Thanks!