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
The above script can take column names for all tables in the database and provide the rename script to only capitalize the first letter.