As Italian, I’m used to write title only with the first title letter uppercase (and for proper nouns). But American style guides teach to write title using uppercase letter for all words, or almost all words.
If you, like me, are curisous to find out more about that, you can read this page on wikipedia: there is a nice table with different example of title writing rules.
The commons seems to be:
This family of typographic conventions is known as title case. Of these various styles, only the practice of capitalizing nouns, pronouns, verbs, adverbs and adjectives but not articles, conjunctions or prepositions (though some styles except long prepositions) is considered correct in formal American English writing, according to most style guides, though others are found in less formal settings.
and so I can state that this blog is really messed up… :-)