Slow query: Getting first initials from an entire table's data

[TK]

I'm still trying to come up with an efficient way to query my table of names for all first
initials.  Seems to have stumped everyone.

I.e. There are 50,000 names, and I want the final result to be:
A, B, C, F, H, I, J, K...........
That is, a list of all first initials that are actually present in the data (and ideally
are also used in a joined table).

I haven't been able to think of a way to do this efficiently.  My current query looks like
this:
         select DISTINCT UPPER(LEFT(n.Name,1)) as Initial
         from Names n, Things t
         where n.ID = t.ID
         order by Initial desc

Even if I eliminate DISTINCT, or create a single character index on Name, or create a
whole field that just has the first character of Name, I can't figure out how to get
MySQL to not have to scan the entire table.  I get an EXPLAIN that looks like this:

+-------+------+-------------------+-----------+---------+-------------+-------+-----------------------------------+
| table | type | possible_keys     | key       | key_len | ref         | rows  | Extra    
                        |
+-------+------+-------------------+-----------+---------+-------------+-------+-----------------------------------+
| n     | ALL  | PRIMARY,ID | NULL      |    NULL | NULL        | 57674 | Using temporary;
Using filesort   |
| t     | ref  | ID         | ID |       5 | n.ID |     4 | where used; Using index;
Distinct |
+-------+------+-------------------+-----------+---------+-------------+-------+-----------------------------------+

Is there any way to do this, or an efficient way to query the table 26+ times with a list
of first initials?

(My actual query examines 166,000 rows and takes 12 seconds to run, all to give me a list
of most of the alphabet!)

Thanks in advance,

TK