Of course colleagues should be addressing each other by first names; I've always done so. But would you expect the service members under your authority to be so familiar with you?
I meant my last name. So they would address me by Rank and Last Name, i.e. Major K...... (not wanting to put my last name here). Or they would say, Sir. But the civilians, like the Doctor in this case, would generally call us by our Rank and Last Names, however since my last name seemed to difficult for her to even attempt to learn, she shortened it to Major K.