Tell me please, why the pronoun "I" is always capitalized?
Thank you in advance!
What Furil said is essentialy correct, but let me see if I can recall the history of our first person nominative singular pronoun and give you a bit more detail.
In Old English (Anglo-Saxon) the pronoun was ic (in a small number of manuscripts spelled 'icc', though the two are phonologically equivalent) and this was carrier on into very early Middle English. However, in the early period of Middle English the great vowel shift occured (there were a hand full of these between Old English and Modern English, but this one, caused by the infusion of French into Anglo-Saxon by the Norman Invasion, was perhaps the most notable), on account of this and the separation of populations two dialects began to develop.
Ic (or ik) remained the spelling and pronounciation in Northern English, but in Middle and Southern English you first see the pronoun changed to 'ich' and soon thereafter to simply 'i', implying that the vowel had lengthened in the south and middle of England (which, in large part due to Chaucer, and also due to the political influence of London, would eventually become the dominate dialect of the English language). However, when the 'ch' was dropped there began to be a problem of not only the minuscule 'i' being lost in the text (sometimes even omitted), but it even began attaching itself to other words.
This can be seen in Chaucer's The Reeve's Prologue
line 887: 'Though I ne kan the causes nat yknowe.' Here the phrase 'I know' ('ic knowe' in early Middle English) sees the 'i' changed to a 'y' and attached to the following word (hence, 'yknowe'). In large part to prevent this confusion in literature and maintain the independence of a significant pronoun (first person nominative singular) it started to become a convention to write it in its majuscule form 'I'. By the time of the manuscripts from late period of Middle English this convention is by far the most common. However, older spellings and pronunciations (especially from early Middle English dialects in the south and middle of Engliand, like 'ich') did survive in certain areas for quite some time. In a phrase in the OED from 1706 (Phillips, ed. Kersey) we read a comment on these differences in dialect, 'Ich, a Word us’d for I in the Western Parts of England.'
Though 'I' had become the convention by the early Modern period of the English language, there is one more chapter to its story. Numerous other words, often depending on their role in the sentence had also become capitalized by convention (read any 17th century work to see these conventions at their high water mark), but especially starting in the 18th century with the increased popularity of publishing economic concerns took their toll on the English language. From a typesetter's perspective it was easier (and cheaper) if one could reduce the number of types of letters needed. Thus the use of small majuscules virtually disappeared, though they had been commonplace a century earlier, these important words were replaced by simply capitalized words. Capitalization was reserved mostly for proper nouns and the capitalization conventions we see today slowly became standardized. Words that were capitalized because of their function in the sentence or to show emphasis were reduced to being written entirely with minuscule letters. However, when this convention was applied to the small but important word 'i', the result was that it became lost in the text, so the typesetters continued to use the majuscule form 'I'. As typesetting became standardized, this practical convention remained, along with the economically motivated changes, and became 'proper' English grammar.