Why did Yisro need to introduce himself to Moshe by name?
Rashi, Ramban, Rashbam and Seforno: He sent a Shali'ach in advance to inform Moshe that he was on his way. 1
This was ethical as it enabled Moshe to prepare a place for him to stay. Moreover, one should not even enter one's own house without warning (Pesachim, 112a), how much more so somebody else's (Seforno). Moreover, it is obvious from the wording of the message, that the Shali'ach brought Moshe a letter (Ramban) - and we find "Vayomer" with reference to a written letter in Divrei ha'Yamim 2, :10 (Ramban).
Why did Yisro not say 'I, your wife and her two sons are on our way to you' - placing the verb at the end)?
Rashi and Targum Yonasan: He was asking Moshe that if he would not come out to greet him, he should at least come out to greet his wife, or at least to greet her two sons. 1
It is unclear however, why Moshe would be expected to come and greet his little sons, who would have been less than two years old? Targum Yonasan explains that he asked Moshe at least to come and greet his wife and her two sons. He also adds that Yisro informed Moshe that he was coming to convert, and that Moshe responded by converting him before he even entered the camp.