You didn't select post_id in the subquery. You have to select it in the subquery like this:
SELECT wp_woocommerce_order_items.order_id As No_Commande
FROM wp_woocommerce_order_items
LEFT JOIN
(
SELECT meta_value As Prenom, post_id -- <----- this
FROM wp_postmeta
WHERE meta_key = '_shipping_first_name'
) AS a
ON wp_woocommerce_order_items.order_id = a.post_id
WHERE wp_woocommerce_order_items.order_id =2198