Automatically format user last name and first name to regular case at WordPress registration/sign-up.

register_wp_user_names_to_normal_case.php

<?php

add_action( 'user_register', 'registration_user_names_case', 10, 1 );

function registration_user_names_case( $user_id ) {

    if ( isset( $_POST['first_name'] ) )
    	$first_name_new = mb_convert_case($first_name, MB_CASE_TITLE, "UTF-8");
        update_user_meta($user_id, 'first_name', $first_name_new);
        
    if ( isset( $_POST['last_name'] ) )
	    $last_name_new = mb_convert_case($last_name, MB_CASE_TITLE, "UTF-8");
        update_user_meta($user_id, 'last_name', $last_name_new);

}