How do I sort my contacts by first name?

In the People tab, click Add/Remove Columns and check the boxes for the First Name and Last Name columns. You can uncheck the Full Name column if you wish. 

Then click on the First Name column header and choose Sort A→Z to sort alphabetically. You can sort in reverse alphabetical order by choosing Sort Z→A or search for a specific name using this menu as well.

How can I generate a report with all contacts and their email addresses?

You can export all of your contacts with their email addresses from the People tab. To choose the columns you wish to include in your report, press Add/Remove Columns, then check the box next to each of the columns you wish to include in your report. Select 'Export' > "Export as CSV' from the upper right corner.