Derivation from the eigenvalue condition
The most straightforward approach is to start from the position representation of the annihilation operator $a$.
I'll use the convention $a=\frac{1}{\sqrt2}(x+ip)$ and $a^\dagger=\frac{1}{\sqrt2}(x-ip)$, corresponding to which the canonical commutation relations read $[a,a^\dagger]=1$ and $[x,p]=i$.
In the position representation, this corresponds to $a=\frac{1}{\sqrt2}(x+\partial_x)$.
The eigenvalue condition $a|\alpha\rangle=\alpha|\alpha\rangle$ then corresponds to $$x\psi_\alpha(x)+\psi_\alpha'(x)=\sqrt2\alpha\psi_\alpha(x),$$
which we can rewrite as
$$\psi_\alpha'(x) = (\sqrt2\alpha-x)\psi_\alpha(x).$$
A natural ansatz to solve this is $\psi_\alpha(x)=C e^{f(x)}$ for some constant $C$. Using this we get
$$f'(x) = \sqrt2\alpha-x \Longrightarrow f(x) = \sqrt2\alpha x - \frac{x^2}{2} + C'.$$
Upon some simple rearranging of the terms we get
$\psi_\alpha(x) \propto \exp[-\frac12(x - \sqrt2\alpha)^2]$, which ensuring normalisation finally leads to
$$\psi_\alpha(x) = \frac{e^{-\alpha_2^2}}{\pi^{1/4}} \exp\left[-\frac12(x - \sqrt2\alpha)^2\right],\tag{$R_1$}$$
where $\alpha=\alpha_1+i\alpha_2$.
Derivation from (A)
Consider the wavefunctions $\psi_n$ of $|n\rangle$, which have the form
$$\psi_n(x) = \frac{1}{\pi^{1/4}\sqrt{2^n n!}} e^{-x^2/2}H_n(x),\tag B$$
where $H_n$ are the Hermite polynomials, defined here as $H_n(x)=(2x-\partial_x)^n \cdot 1$.
This expression for $\psi_n$ comes from
$$\psi_n(x) = \langle x|\frac{a^{\dagger n}}{\sqrt{n!}}|0\rangle
= \frac{1}{\pi^{1/4}\sqrt{2^n n!}} (x-\partial_x)^n e^{-x^2/2} = \frac{1}{\pi^{1/4}\sqrt{2^n n!}} e^{-x^2/2}H_n(x).$$
Using (B) in (A), we get
$$
\psi_\alpha(x) = e^{-|\alpha|^2/2} \frac{e^{-x^2/2}}{\pi^{1/4}}
\sum_{k=0}^\infty \frac{\alpha^k}{\sqrt{k!}} \frac{1}{\sqrt{2^k k!}} H_k(x).
$$
We now consider the identity
$$\sum_{k=0}^\infty H_k(x) \frac{t^k}{k!} = e^{2xt - t^2}.$$
Using this with $t=\alpha/\sqrt2$ we get
$$\psi_\alpha(x) = e^{-|\alpha|^2/2} \frac{e^{-x^2/2}}{\pi^{1/4}}
e^{\sqrt2\alpha x - \alpha^2/2}
= \frac{1}{\pi^{1/4}}e^{\frac12(\alpha^2-|\alpha|^2)}\exp\left[
-\frac12(x-\sqrt2\alpha)^2
\right]. \tag{$R_2$}
$$
Observing that $\alpha^2-|\alpha|^2=-2\alpha_2^2 + 2i\alpha_1\alpha_2$, we see that ($R_2$) is consistent with ($R_1$), up to an irrelevant global phase.
An analogous derivation is also given in Gerry, Knight (2004), section 3.3.