Here's why:
* Common nouns refer to general things, not specific things.
* Proper nouns refer to specific people, places, or things and are capitalized.
Since "groceries" refers to a general category of food items, it's a common noun.
Examples:
* Common noun: I went to the store to buy groceries.
* Proper noun: I went to the Kroger to buy groceries. (Kroger is a specific store)