Add customer name to woocommerce email-header.php heading

For this you need to override class or create your custom email type, I can give a short hint on the modifications to be made in the class further you can override in your child theme or plugin if you don’t want to loose the changes on woocommerce update.

In /woocommerce/includes/emails/class-wc-email-customer-completed-order.php

On line 37:

$this->placeholders   = array(
    '{site_title}'   => $this->get_blogname(),
    '{order_date}'   => '',
    '{order_number}' => '',
    '{order_name}' => '',
);

Here I added {order_name},

Then on line 86

if ( is_a( $order, 'WC_Order' ) ) {
    $this->object                         = $order;
    $this->recipient                      = $this->object->get_billing_email();
    $this->placeholders['{order_date}']   = wc_format_datetime( $this->object->get_date_created() );
    $this->placeholders['{order_number}'] = $this->object->get_order_number();
    $this->placeholders['{order_name}'] = $this->object->get_billing_first_name();
}

Here I defined First name to {order_name}, now you can use this placeholder in woocommerce email settings at /wp-admin/admin.php?page=wc-settings&tab=email&section=wc_email_customer_processing_order