One string!

gistfile1.txt

'Validate first name
Dim passenger As String

If strFirstName.Length <= 30 Then
    passenger = strFirstName + " "
Else : MessageBox.Show("First name must be less than 30 characters")
End If

'Validate middle initial
If strMiddleName Like "[aA-zZ]" Then
    passenger += strMiddleName + " "
Else : MessageBox.Show("Middle name must be a single initial")
End If

'Validate last name
If strLastName.Length <= 30 Then
    passenger += strLastName
Else : MessageBox.Show("Last name must be less than 30 characters")
End If

PassengerDataList.Items.Add(passenger)