Hello @dmackayt ,
Are you sending the {{First_Name}} variable through an automation?
If so, no additional settings are needed — simply inserting the variable as shown in the screenshot below should work correctly:

However, if you're trying to send {{First_Name}} directly in a manually typed message in the live chat, it will only work if you use it within a saved reply, as shown in the second screenshot:

Ahh great! I got it to worked with the canned response, thank you!