To type a CAPITAL letter hold the given key down until it is displayed as a capital.
There’s no need to capitalize the first letter of the first word in a sentence as this is done automagically for you.
SureType only: Typically you do not need to capitalize proper nouns such as names (even names not in your address book) as SureType recognizes them and does it for you. Hopefully this will be added to future versions of the BlackBerry OS for non-SureType handhelds.