What is the return type of "return" C#

return is not a type that you can return, it's a keyword for returning a result. So unfortunately what you are trying to do is not possible. However, you can make your code much more readable and extendable by using an array of queries and getting the results for each inside of a loop. This has the bonus effect of being able to add more queries with ease.

// you can put these queries somewhere outside the function
string[] queries = {"Please enter the first name: ", ...}
var results = new List<string>();

foreach (string query in queries) {
    Write(query, false);
    var result = Console.ReadLine().ToUpper();
    if (result.Equals("EXIT") {
        return;
    }
    results.Add(result);
}

// handle your inputs from the results list here ...

You could create a method to read from console to automate this process, something like

internal class StopCreatingPersonException : Exception
{}

public static string ReadFromConsole(string prompt)
{
     Write(prompt, false);
     var v = Console.ReadLine().ToUpper();
     if (v == "EXIT") { throw new StopCreatingPerson (); }
     return v;
}

Then your code would look like:

try {
    string fName = ReadFromConsole("Please enter the first name: ");
    ....
}
catch (StopCreatingPersonException)
{ }