Using what I see in your screen shot, a small change will make this work for you.
"Dear " & Scouts_Register::afname_First & ",
and then continue youre expression. Just add the quotes like I've shown and list the table::Field references outside the quotes with the ampersand (&) to concatentate everything to gether.
The Merge field notation only works as layout text not in calculations. You may have seen some examples where you create this type of text entry in a text field, then use the Substitute Function to replace the bracketed text with data from fields listed in the substitute function. This is a trick for creating a library of email form letters where you can just compose your form letter in a text field and let the calculation subsitute data from the current record in place of the fieldname placeholders.