As I told in comments you can use a nested while loop for this
Updated
while ($data = mysqli_fetch_array($c_result)) {
$messages[] = $data["msg_body"];
$user_from = $data["user_from"];
if($user_from==38){
$d_query = "SELECT * FROM register WHERE id='$user_from'";
$d_result = mysqli_query($conn,$d_query);
while ($fdata = mysqli_fetch_assoc($d_result)) {
$frname = $fdata["firstname"];
}
} //This is end of if
echo "$frname sent you a message <br> $messages[]";
}//This END of First while loop
I have wrote what I have understood. Hope it helps you