You always write a proper noun with a capital letter, since the noun represents the name of a specific person, place, or thing. The names of days of the week, months, historical documents, institutions, organisations, religions, their holy texts and their adherents are proper nouns. A proper noun is the opposite of a common noun.

In each of the following sentences, the proper nouns are highlighted:

The Marroons were transported from Jamaica and forced to build the fortifications in Halifax.

Many people dread Monday mornings.

Beltane is celebrated on the first of May.

Abraham appears in the Talmud and in the Koran.

Last year, I had a Baptist, a Buddhist, and a Gardnerian Witch as roommates.