How to change the full capitals font title of my WordPress Blog?

I created a plugin for this, as I didn't like the CSS solution, and I also wanted exceptions... Check it out.

https://wordpress.org/plugins/change-titles-case/ and https://properprogramming.com/tools/wp-change-titles-case/

(This answer refers specifically to the theme "twenty seventeen" but should apply in general.)

In order to avoid capitalized letters in site title proceed as follows:

Under design/customizer select the css entry field and enter the following code:

.site-title {
    text-transform: none;
}

To find out more settings that can be customized, look under design/editor and select the file "Stylesheet (style.css)". In there, use the search function (CTRL + F) to find "site-title". Learn which settings are preset by the selected theme.

Note: AFAIK it is not recommended to change the style.css itself, since it the overwritten by theme updates. Moreover, wordpress developers suggest to use the css entry field mentioned above.

It is in your stylesheet

.entry-title {
    font-size: 33px;
    font-weight: 300;
    line-height: 1.0909090909;
    margin-bottom: 12px;
    margin: 0 0 12px 0;
    text-transform: uppercase;
}

You need to remove text-transform: uppercase;