Here's why:
* Common nouns refer to general things or concepts. For example: "language," "chair," "city."
* Proper nouns refer to specific people, places, or things. They are always capitalized. "Urdu" refers to a specific language, making it a proper noun.
So, while you might say "Urdu is a beautiful language," "language" is the common noun, and "Urdu" is the specific proper noun referring to that language.