No such thing as a stupdi question.

Insert a new column to the left of A: this will be column A, first name
is now column B, last name is now column C. In the first relevant cell
of column A (call it A1), enter this formula:
=B1&" "&C1
This merges the value of B1 and C1 with a space in between.

If you need to convert this to text, highlight all of column A, copy it
to the clipboard, then click Edit Paste Special, select Values, and
click OK.