c# First monthletter in uppercase

I'd suggest to clone a culture and re-define a new month names in it:

var swedish = CultureInfo.GetCultureInfo("sv-SE");
swedish = (CultureInfo)swedish.Clone();
swedish.DateTimeFormat.MonthNames =
    swedish.DateTimeFormat.MonthNames
        .Select(m => swedish.TextInfo.ToTitleCase(m))
        .ToArray();

swedish.DateTimeFormat.MonthGenitiveNames =
    swedish.DateTimeFormat.MonthGenitiveNames
        .Select(m => swedish.TextInfo.ToTitleCase(m))
        .ToArray();

and then use it in string.Format method:

// date holds "Mars"
var date = String.Format(swedish, "{0:MMMM}", DateTime.Now);

To make months in upper case I use TextInfo.ToTitleCase method.

There are some good answers here already. If you want a function you can write:

char.ToUpper(s[0]) + s.Substring(1);