Do the following:
Applications → Select Application that has SSO configures → Addons → SAML 2 → Settings
{
...all your settings
"mappings": {
"user_id": "http://schemas.xmlsoap.org/ws/2005/05/identity/claims/nameidentifier",
"email": "http://schemas.xmlsoap.org/ws/2005/05/identity/claims/emailaddress",
"name": "http://schemas.xmlsoap.org/ws/2005/05/identity/claims/givenname",
"nickname": "http://schemas.xmlsoap.org/ws/2005/05/identity/claims/surname"
}
}
See that name and nickname are mapped to givenname (http://schemas.xmlsoap.org/ws/2005/05/identity/claims/givenname) and surname (http://schemas.xmlsoap.org/ws/2005/05/identity/claims/surname).
You can map any property from user profile to these. For SSO to work we need these properties in our auth0 user, and map them respectively.