I'm applying for Colleges for my MSc. But all of my letters of recommendation address me by my first name. is it okay, or should the complete name of the candidate be included?
Letters of recommendation are proper documents, and as such they must include candidate's full name at least once. It is often included in the first sentence, e.g.
It is my pleasure to write this letter of reference in support of Mr Ice Dune's application to the College of Crafts and Wizardry.
The following text can refer to the Candidate by the first name.
It's fine. Just make them physical or electronic attachments and mail the stuff in. Don't bug your references with this clerical pettiness. Grad programs won't fuss.