shmerl: And no need to use capitals either - it's from the Windows world.
immi101: say what?
# find /usr/ | grep '/[A-Z]' | wc -l
86672
so there are ~86000 files/directories in my /usr that start with a capital letter.
clearly windows and linux are more similar than you would think :p
It's not non existent, but it's not the common practice. The reason is simple - when you type file and directory names, you don't want to waste your time on pressing Shift on every single word. Compare it to Windows, where practically everything is capitalized, including the top directories.