Now that China’s Li Na has won Roland Garros I decided to use the opportunity to make a language point about the proper usage of Chinese names, as I have noticed a lot of confusion around.
The most important thing is to understand that the first part of a Chinese name is the family name and the second part is the given name, i.e. the order is reverse compared to the Western cultures. Therefore, Li is the family name, Na is the given name.
There is another peculiarity: if you meet the Chinese tennis star in the street, it would be perfectly natural to call her "Li Na".
Personal names are used when referring to adult friends or to children, although, unlike in the west, referring to somebody by their full name (including surname) is common even among friends, especially if the person's full name is only two syllables. – Wikipedia
A correct way of formal addressing would be Ms. Li.
Тhis topic can be discussed deeper, as with the exceptional examples of Chinese people living in the Western world, or other Asian nations who use the order similar to China, but I wanted to be as short as possible and just tell you why it is Li Na and not Na Li, or Zheng Jie and not Jie Zheng. Feel free to discuss in the comments, I'd really like to get more input on this, especially from the people from Asia.
Additional info: Hungary is the only European and Western country that uses the family name followed by given name order, therefore, the similar order to Chinese. However, it is a common practice to switch Hungarian names when mentioning them in the Western media. For example, famous Hungarian player Agnes Szavay is actually Szávay Ágnes in her native language, but it's acceptable to call her Agnes Szavay in English. (photo: © Neal Trousdale)