title says all basically
if someone (i'll use the name bob smith as an example) were to introduce themselves, would they call themselves "smith bob" or just "bob smith"
As far as I know it is not clearly defined, whether to adjust to Japanese norms or if the norms of the language of origin should be used. As for "famous" people (i.e. people appearing in books, articles etc), the norm is to write it in the same way as he writes it, that is, for European or American people it would be written (first name) (last name). However, official Japanese documents (passports, driver's license, family register etc) apply the Japanese system for foreigners and natives alike, writing (last name) (first name).
In my own experience, judging from how people interpret your name, it is best to adjust to Japanese norms and say the last name first, since otherwise they will all think that your first name is your last name.
Also, the common way of writing a foreign name is by using a ・ between (first name) and (last name) and to use a = instead of a hyphen in combined names. This is the current norm, but the Japanese ministry of culture used to support having an = instead of the ・ between the (first name) and the (last name) and this still remains mainly in school textbooks.