If you need to access a single Contact, you would need to add a reference field on the Opportunity to the Contact (using either a Lookup or Master-Detail relationship field).
From there, you can query like this:
Select LOB__c, risk_state__c,
Contact__c, Contact__r.FirstName, Contact__r.LastName From Opportunity
If you're looking at accessing all/multiple contacts for an Opportunity, store them in the OpportunityContactRole object and use a query like this:
Select LOB__c, risk_state__c,
(Select ContactId,
FirstName, LastName From OpportunityContactRoles) From Opportunity