Available token s for your requirement are
Address [message:message-commerce-order:commerce-customer-billing:commerce-customer-address:?] Field "commerce_customer_address". The following properties may be appended to the token: country (Country), name_line (Full name), first_name (First name), last_name (Last name), organisation_name (Company), administrative_area (Administrative area (i.e. State / Province)), sub_administrative_area (Sub administrative area), locality (Locality (i.e. City)), dependent_locality (Dependent locality), postal_code (Postal code), thoroughfare (Thoroughfare (i.e. Street address)), premise (Premise (i.e. Apartment / Suite number))
Example :-
For first name
[message:message-commerce-order:commerce-customer-billing:commerce-customer-address:first_name] ..