First names ending in the vowel sound -а (which includes those spelled with -я) are declined like all а-nouns. Note that some of these are men's names, some are women's names, and some are unisex, e.g. Сђша. All are declined in the same way.
First and last names ending in any other vowel are indeclinable. These are usually non-Russian names. (The same is true of place names, names of inctitutions, etc.)
Men's first names ending in a consonant are declined like all #-declension nouns.
Women's first names ending in a consonant are indeclinable: the Nominative Singular form is used for all cases, singular and plural.
Patronymics ending in -а are declined like all а-nouns. Patronymics ending in a consonant are declined like all #-declension nouns.