You can only execute one query at a time in the mysql_tquery.
Code:
mysql_format(g_SQL, query, sizeof query, "SELECT * FROM `first` WHERE ` username` = '%e' LIMIT 1", Player[playerid][Name]);
mysql_tquery(g_SQL, query, "LoadPlayerData_1", "d", playerid);
mysql_format(g_SQL, query, sizeof query, "SELECT * FROM `second` WHERE `username` = '%e' LIMIT 1", Player[playerid][Name]);
mysql_tquery(g_SQL, query, "LoadPlayerData_2", "d", playerid);
mysql_format(g_SQL, query, sizeof query, "SELECT * FROM `third` WHERE `username` = '%e' LIMIT 1", Player[playerid][Name]);
mysql_tquery(g_SQL, query, "LoadPlayerData_3", "d", playerid);