Use a conditional field to place the initial and its associated space eg
{Mergefield Firstname} {IF {Mergefield Initial} <> "" "{Mergefield Initial}
"}{Mergefield LastName}
You will have to insert this by hand using CTRL+F9 for each pair of field
brackets {} and ensure that the fieldnames match the names in your data.

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Graham Mayor - Word MVP
My web site www.gmayor.com
Word MVP web site http://word.mvps.org
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> Hello,
> We are using Word 2003 and have a simple merge to do with a form
[quoted text clipped - 3 lines]
> spaces after the first name. Is there a way we can close this up?
> Thanks in advance for your help.