Here's a breakdown:
Do capitalize:
* "I" when it's the first word: "I Am Legend"
* "He" when it's part of a proper noun: "The Adventures of Huckleberry Finn"
Do not capitalize:
* "he" in the middle of a title: "The Boy Who Cried Wolf"
* "she" at the end of a title: "The Girl with the Dragon Tattoo"
Exceptions:
* Style guides: Some style guides may have different rules. For example, the Chicago Manual of Style recommends capitalizing all words in a title, including pronouns.
* Creative titles: Sometimes, writers capitalize pronouns for artistic effect or to emphasize a specific word.
In most cases, stick to the general rule of not capitalizing pronouns in a title unless they are the first word or part of a proper noun.