Most of the time (for some insane reason) my name on the tickets come
across with both my first and middle (no spaces) in the First Name
field.
This is how names are typically listed in the giant database systems that international airlines have used for decades. It is, in part, a legacy of when the systems were first computerized. At the time, the programmers probably just assumed that everyone had a "first name", a "middle name" and a "last name" (like them), and those were always written in that same order (because of course, everyone in the world was just like them...). This was back in the day when nobody considered that some people (in fact, the majority of people in the world) might not have names like John James Smith - except perhaps when singing children's songs - but for work, their imaginations didn't extend much beyond things like John Jacob Jingleheimer Schmidt.
Things like having both paternal and maternal surnames (very common in Hispanic and other cultures), listing the family name (surname) first, followed by "first" (given) names (typical in Chinese, Japanese, Korean, Vietnamese, and other cultures - no provision was initially made for those (I suspect the programmers were probably American). There are also people who have what was sometimes referred to as your "Christian name" or "saint's name". Hyphenated surnames have become more common than in the past, too. Some folks (my spouse included) have no middle name. Some people change or modify their surnames when getting married... etc. Many people have more than 2 or 3 names. One might think "names are so simple" but there are lots of potential ways for things to get complicated.
Nowadays different airlines manage these cases differently, but it's most common IME to list passengers by (what many of us call) your "last" name, comma, then the conflation of your first+middle name. For example, when John Quincy Adams flies to Japan, he should expect his name to appear on his boarding pass as ADAMS, JOHNQUINCY (and yes, generally, airlines use all caps).
It's not "insane", it's standard in much of the world (even if some airlines hide it from you when printing your boarding pass). You will often need to be aware of this, eg if you want to pick a seat or manage your flights online, get ready to enter LASTNAME, FIRSTMIDDLE.
Someday I'll legally change my name to some glyph. But then I won't be able to post here or use pretty much any electronic gizmo that requires a login, like my refrigerator, toaster or toilet. I'll be in trouble then.
For the OP: I wouldn't worry about it. Just be ready to use either LASTNAME, FIRST or if that doesn't work, in a pinch try LASTNAME, FIRSTMIDDLE.
