Capitalize the opening word

Warning²Federal courts, Illinois courts21st and 22nd editions

An unpublished work's title is capitalized as its own title page gives it, except that the title's first word and the first word of any subtitle are always capitalized, whatever part of speech they are.¹

1. 1R. 17.2.1 Manuscripts. Tables: R. 8(a) Headings and titles.
2. 2A warning: the form is usually wrong under the rule in note 1, and context can justify it.