We use capital (big) letters at the beginning of the following words:
days, months and public holidays
Sunday Tuesday March September Easter Christmas
the names of people and places
John Mary Canada The United States Mars North Africa The Ritz Hotel The Super Cinema
people's titles
Mr Smith Professor Jones Colonel Blake Dr Webb
'nationality' and regional words (nouns or adjectives)
He's Russian I speak German Japanese history Catalan cooking
the first word (and often other important words) in the names of books, plays, films, pictures, magazines etc
Gone with the wind OR Gone with the Wind New Scientist