The below script can take column names for all tables in the database and provide the rename script to only capitalize the first letter.
SELECT 'exec sp_rename ' + CHAR(39) + TABLE_NAME + '.' + COLUMN_NAME + CHAR(39) + ',' + CHAR(39) + REPLACE(COLUMN_NAME, RIGHT(COLUMN_NAME, LEN(COLUMN_NAME) - 1), LOWER(RIGHT(COLUMN_NAME, LEN(COLUMN_NAME) - 1))) + CHAR(39) + ', ''COLUMN'''
FROM INFORMATION_SCHEMA.COLUMNS
Sometimes we just want our code to look pretty.