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Names of countries are capitalized, but the associated terms relating to them, their citizens, and their languages are not.
Esperanto, Esperanta, and Esperante are usually capitalized in order to distinguish them from the literal words meaning “one who hopes” and “hoping.”*
The word esperantisto does not entail possible confusion and is usually not capitalized.
Names of days and months are not capitalized in Esperanto.
Chief words in book titles may or may not be capitalized, depending upon the taste (and native language) of the author or editor and where the title appears. In most cases, excess capitalization is avoided. My own (Anglophone) taste is to capitalize them, as in English. The first word of a book title is capitalized by everybody. La and prepositions are always uncapitalized if they are not first in a title, and la is ignored in alphabetizing, exactly the way we treat similar words in English.
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