Generally, pronouns within quotation marks are not capitalized unless they are the first word of the quote or part of a proper noun:
* Example: "He said he was going to the store."
However, some style guides, like the Chicago Manual of Style, recommend capitalizing pronouns when they refer to a specific person or place:
* Example: "The President said, 'I will not tolerate this.'"
Important Note: The most important thing is to be consistent within your own writing. Choose a style guide and follow its rules. If you are unsure, it's always best to check with your editor or teacher.