I'm not sure what section you mean?

Do you mean the To: row when you're composing a message? That has two icons that return a list of addresses, the first (two downward arrowheads) returns the history list, as history lists go, that isn't sorted by alphabet, the utmost right icon gives access to the address book and you can select your preferred sorting there by clicking on the top of the column you'd like to sort on. (Sorting can be done by address or by name.)