Words at the beginning of the sentences are always capitalized, as are proper nouns, though there are exceptions. More specific guidelines can be found at A Little Help with Capitals.

Capitalizing titles

• Common Title Capitalization Rules: covers both basic and advanced guidelines and provides a brief distinction between capitalizing in the Associated Press (AP), Chicago, and MLA styles.
• The American Psychological Association (APA) distinguishes between "title case" and "sentence case," asking you to format some titles in your References list using sentence case.