Ask your teacher! He or she will be happy to tell you. Sometimes the first name is acceptable, but as Delisha has written, the teacher will set the rules. Personally, I write my name on the whiteboard at the beginning of class.
Of course, don't use anything casual; it comes across as too friendly, and that's not appropriate in a teacher-student context. (A few weeks ago, one student thought it was okey-dokey to address me with "hey, man" and then said he didn't know the difference when I pulled him up for it.)