DOC: Fix capitalization among headings in documentation files (#32550)
- [x] closes #32550 
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

@datapythonista this is all of the `.rst` files. Let me know if you notice that some heading in not capitalised properly. Thanks a lot for working on this @themien.

You will have to split this PR in smaller parts. We can't review 47 files. Every time there is a comment and you fix it, we'd need to review 47 files again, which is too much time consuming for us.

Also, you already got conflicts, which will keep happening often with the size of this PR.

Four or five files at a time is probably reasonable, depending on how long they are.