We usually write in lowercase. But the first letter of a word is a capital when:
There were lots of people outside. Everybody was happy.
OF A PERSON
Maria, John, Stephen Harper
OF A PERSON'S TITLE
King, President, Assistant Director
OF A BUILDING
Eiffel Tower, Taj Mahal, Telus Tower
OF A PLACE
Paris, France, Europe, Atlantic Ocean
OF AN ORGANIZATION
United Nations, Department of Health
OF A DAY OR MONTH
Tuesday, New Year's Day, December
We always write this with a capital letter.