General Guidelines for initial capital letter in English

The first word of a sentence

The personal pronoun I, even if it occurs in the middle of a sentence

Names and titles
Madonna
Dr Who
The President
Aunt Dinah

Note that English does not capitalize titles without names

Nationalities, languages, ethnic groups, races:
Australians
Dutch
Hispanics

Not that English does not capitalize the word white or black to describe a race

Names of God, religions and idealogies and their followers, holy days and holy books

God, Allah, Buddha
Judaism
Communism
the Veda

Do not capitalize the word god when it's used in a general sense

Specifiec places and geographic areas

Leiden
the Middle East
the Gulf of Mexico

Do not capitalize compass directions

Specifiec buildings and constructions
Noordeinde Palace
the Great Wall of China

Specifiec times: days of the week, months of the year, holidays

Saturday
January

Historic Events, periods, or documents

the Second World War
the Middle Ages
the Tang Dynasty

The names of organisations, government bodies, political parties,  companies, schools, departments, sports teams, clubs

The United Nations
PSV Eindhoven
Leiden University

Titles of school or university courses
Language Acquisition 1
Advanced Chemistry

Do not capitalize names of school subjects or fields of studies excepts languages and names of nationalities, religions and ethnic groups.

Do not capitalize names of academic degrees, except as a title after a person's name

Specific electronic sources
the Internet
the Net

Trademarked names
Coke
Levi

Names of ships, aircraft and trains
the Titanic
Mir
the Orient Express

The greeting and the FIRST word of the complimentary close in both personal and business letters

Dear Sir or Madam
Dear Sarah
Yours sincerely