So many names in C# use uppercase letters as the first character!

Yes, this is conventional in C#. It's mostly due to the fact that Microsoft (the makers of C#) recommends that naming convention in their official Capitalization Conventions guide.

Here is an excerpt from said guide:

To differentiate words in an identifier, capitalize the first letter of each word in the identifier. Do not use underscores to differentiate words, or for that matter, anywhere in identifiers. There are two appropriate ways to capitalize identifiers, depending on the use of the identifier:

PascalCasing

camelCasing

The PascalCasing convention, used for all identifiers except parameter names, capitalizes the first character of each word (including acronyms over two letters in length), as shown in the following examples:

PropertyDescriptor

HtmlTag

A special case is made for two-letter acronyms in which both letters are capitalized, as shown in the following identifier:

IOStream

The camelCasing convention, used only for parameter names, capitalizes the first character of each word except the first word, as shown in the following examples. As the example also shows, two-letter acronyms that begin a camel-cased identifier are both lowercase.

propertyDescriptor

ioStream

htmlTag

✓ DO use PascalCasing for all public member, type, and namespace names consisting of multiple words.

✓ DO use camelCasing for parameter names.