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You capitalize it, just like you did with the first word of that sentence. That’s because it is an improper noun. My quote was:

“In legalese, there is a massive difference between proper and improper nouns.”

Do you understand or would you like more help?

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Your quote is also: "Capitalization matters a tremendous amount". But at least in some positions capitalization is mandated by grammar rules. So, when a noun should appear in such a position (e.g., just after a full stop), how does one distinguish between its two forms (capitalized and not capitalized)? There should be a way, if that "matters a tremendous amount".

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