Now, I don't object to this requirement, per sé. It's just that, had I known in advance my first name would be capitalized, I'd have capitalized my last name and middle initial, too.
In other words, I was surprised by the user interface.
IMO, capitalizing only the first name looks bad. (I admit this is a matter of taste.)
Anyway, in light of the above, I'd like to suggest some administrator add text to the registration process to inform new users that the first letter of their proposed username will become capitalized. Perhaps appropriate as well would be providing example usernames, including one with embedded blanks.
So, IMO, the Wiki page Special:RequestAccount would be better if it contained the following additional language immediately before the "username" box:
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The first letter will become capitalized. Spaces and periods may be embedded. For example (don't enter the quotes): "Aliceuser", "AliceAUser", or "Alice A. User".