No Capital letter when starting a text??

Welcome to Android Central! Which keyboard app are you using? Different keyboard apps might have somewhat different settings menus. I use Gboard, and in its settings, Auto-Capitalization is under the Text Correction category.

It's just called Messages so it most likely is Samsung Messages or something like that..
 
Ok, and does it have a similar menu structure? Can you find Auto-Capitalization where I mentioned it?