"nazywam sie" to introduce yourself then you should give your surname but if you use "JESTEM" then you should give your first name.
Nazywam się requires the surname, but you can also give both first and surname (the latter is just required, the former is optional).
"Jestem" means "I am" and you can give anything or anyone you are ;-)
If you want to give just your first name you can say: "Mam na imię ..." which means "My first name is...."
Cinek