Most of the words we capitalize in English are what we call proper nouns. They're the names of specific, unique things like Mount Fuji, Idaho, or your friend David. Meanwhile, when you're talking about a common thing of which there are many - like mountains or states - you don't need a capital letter. That's the simplest explanation of when to capitalize words in English.
Of course, most grammar rules are not this simple. So, let's review some of the most important rules of capitalization. You should always capitalize the following.