Hi,
Your requirement is not clear. but what I understand is that you want to put an href in your grid view which will have a query string and that you want to make a query string which will have the first name as a parameter.
See the below code it might give you some Idea.
<asp:GridView ID="GridView1" runat="server" EnableModelValidation="True">
<Columns>
<asp:BoundField DataField="FirstName" HtmlEncode="False" DataFormatString="<a target='_blank' href='Test.aspx?firstname={0}'>Link Text Goes here</a>" />
</Columns>
</asp:GridView>