All pronouns, proper nouns, and adjectives are capitalized.

Explanation:

In fact, only proper nouns are consistently capitalized. Names of communities, people's names and places like parks and buildings are capitalized.

The only pronoun I know of that is capitalized is God when a pronoun refers to Him. Even then, the practice is not consistent -- don't ask me why. Even in the Bible (any version), the pronouns referring to Him are not always capitalized.

Words acting as adjectives are sometimes capitalized but most of the time the adjective is disguised as a proper noun, like the Tyler Building. So Capitalization Rules are not simple nor are they consistent. The best thing to do is search it out if you are not sure. New York City empire state building to see how much of that is capitalized.