The keyword '[%CurrentUser%]' is not available when no association is available to the user.
What you now have is comparing the string '[%CurrentUser%].Name' to the value of the field UserName, this will probably not return any results.
To achieve what you want you can create an association to the user entity and then filter in based on the current user, or depending on how your app works you could used the owner and/or changedby system attributes to filter on the current user.
With an association to the user your xpath needs to read like:
[MyFirstModule.Activity_User = '[%CurrentUser%]']
hope this helps in finding a solution to your request.