I'm surprised a K teacher would actually encourage kids to call adults by their first names. That wouldn't fly with me, or probably with most adults in this area. Maybe it's a Southern thing, or the fact I'm older. I find it very disrespectful, but in that case it's not the children's fault, clearly.
It's cute for your child to call you by your name a time or two after something like that, but are you really OK with being called by your name by your child from now on? Maybe she'll just drop it quickly if you've been having her address you as mommy and daddy (or variations on that) before this one odd day at kindergarten. If she persists, consider whether you really want to be called Firstname by her for good. If you don't want her to, it's time to start correcting her gently every time, or telling her you can't respond to her unless she calls you mom.
I can tell you that many other parents and many adults who aren't parents find the first-name-parent practice grating. To be honest, to me it smacks of a family where the parents are trying hard to be the child's friend, possibly at the cost of the kid's respect for them as parents. .I'm not saying this is your case at all! But it is how others may interpret it unless they know you very well already.
I admit I'm prejudiced against the practice partly because our niece, 14, has pretty much always addressed her parents by their first names and I know that in their family, it's a reflection of how she has always been treated as a smaller adult and allowed to do and say what she pleases. She now considers herself equal to her parents in every decision, and treats her mom in particular very condescendingly, and her mom is paying a price for that now. Yes, I know it's this one family's issue and isn't going to apply to other families. But it's why I personally find the first-name thing so grating; I associate it with allowing the child to act like an adult from far too early on, because I've witnessed it for years now. Again, not your case, but you might find others who have had similar experiences are the ones correcting your child or asking why she uses your first names. (Nope, never corrected our niece. She would have only said, from an early age, that we have no right.)
If you do decide you want your daughter to call you by first names from now on, please make a decision about whether you will let her call all adults by first names, especially when she first meets them. That will have some impact on how other adults regard her and you if you are new acquaintances.
My own child calls adults by Mr. or Mrs. or whatever honorific is appropriate. Some very close family friends are "Auntie" Name or just first name occasionally, but these are close adults and she knows she has permission to call them that. She knows to assume that all other adults including good friends' parents are called Mr. or Ms. Lastname unless she is told otherwise and then she would probably still call them "Miss Judy" and not "Judy." Old-fashioned, I know.