Generally we can see a lot of problems with capital letters in English language. Hopefully this elaborate list will be helpful for your further studies:

1. Use a capital letter for the personal pronoun

'I':

•              What can I say?

2. Use a capital letter to begin a sentence or to begin speech:

•              The man arrived. He sat down.

•              Suddenly Mary asked, "Do you love me?"

3. Use capital letters for many abbreviations and acronyms:

•              G.M.T. or GMT (Greenwich Mean Time)

•              N.A.T.O. or NATO or Nato (North Atlantic Treaty Organization)

4. Use a capital letter for days of the week, months of the year, holidays:

•              Monday, Tuesday

•              January, February

•              Christmas

•              Armistice Day

5. Use a capital letter for countries, languages & nationalities, religions:

•              China, France

•              Japanese, English

•              Christianity, Buddhism

6. Use a capital letter for people's names and titles:

•              Anthony, Ram, William Shakespeare

•              Professor Jones, Dr Smith

•              Captain Kirk, King Henry VIII

7. Use a capital letter for trade-marks and names of companies and other organizations:

•              Pepsi Cola, Walkman

•              Microsoft Corporation, Toyota

•              the United Nations, the Red Cross

8. Use a capital letter for places and monuments:

•              London, Paris, the Latin Quarter

•              the Eiffel Tower, St Paul's Cathedral

•              Buckingham Palace, the White House

•              Oxford Street, Fifth Avenue

•              Jupiter, Mars, Sirius

•              Asia, the Middle East, the North Pole

9. Use a capital letter for names of vehicles like ships, trains and spacecraft:

•              the Titanic

•              the Orient Express, the Flying Scotsman

•              Challenger 2, the Enterprise

10. Use a capital letter for titles of books, poems, songs, plays, films etc:

•              War And Peace

•              If, Futility

•              Like a Virgin

•              The Taming of the Shrew

•              The Lion King, Gone With The Wind

11. Use capital letters (sometimes!) for headings, titles of articles, books etc, and newspaper headlines:

•              HOW TO WIN AT POKER

•              Chapter 2: CLINTON'S EARLY LIFE

•              LIFE FOUND ON MARS!

•              MAN BITES DOG

Also a good method for studying capital letters is just by reading a lot. Books and magazines are usually commended for being grammatically correct and you can observe where the capital letters are present.