Query both first_name and last_name from wp_usermeta at the same time

I can’t find a clean, native way to pull this data. There are a couple of ways I can think of to do this: First, something like:

$sql = "
  SELECT user_id,meta_key,meta_value
  FROM {$wpdb->usermeta} 
  WHERE ({$wpdb->usermeta}.meta_key = 'first_name' OR {$wpdb->usermeta}.meta_key = 'last_name')";
$ansatte = $wpdb->get_results($sql);
var_dump($sql);
$users = array();
foreach ($ansatte as $a) {
  $users[$a->user_id][$a->meta_key] = $a->meta_value;
}
var_dump($users);

You can then do:

foreach ($users as $u) {
    echo $u['first_name'].' '.$u['last_name'];
}

… to echo your user names.

The second way, a more pure SQL way, is what you were attempting:

$sql = "
  SELECT {$wpdb->usermeta}.user_id,{$wpdb->usermeta}.meta_value as first_name,m2.meta_value as last_name
  FROM {$wpdb->usermeta} 
  INNER JOIN {$wpdb->usermeta} as m2 ON {$wpdb->usermeta}.user_id = m2.user_id
  WHERE ({$wpdb->usermeta}.meta_key = 'first_name' 
  AND m2.meta_key = 'last_name')";
$ansatte = $wpdb->get_results($sql);

foreach ($ansatte as $ansatte) {
  echo $ansatte->first_name . ' ' . $ansatte->last_name;
}

You could also use get_users() or WP_User_Query to pull users but the meta_data you want isn’t in the data returned and it would take more work to retrieve it.